A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

A

absolute(double...) - Static method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

Creates a shift that adds a fixed amount to the value at every node in the curve.

absolute(double) - Static method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

Creates a shift that adds a fixed amount to the value at every node in the curve.

absolute(int, double) - Static method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

Creates a shift that adds a fixed amount to the value at the specified node.

absolute(Curve, double) - Static method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

Returns a curve based on an underlying curve with a fixed amount added to the Y values.

absoluteTolerance(double) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

Sets the absolute tolerance for the root finder.

absoluteTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta

The meta-property for the absoluteTolerance property.

AbstractBondFutureProductPricer - Class in com.opengamma.strata.pricer.bond

Base pricer for bond futures.

AbstractBondFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.bond.AbstractBondFutureProductPricer

Creates an instance.

AbstractBondFutureTradePricer - Class in com.opengamma.strata.pricer.bond

Base pricer for bond futures.

AbstractBondFutureTradePricer() - Constructor for class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer

Creates an instance.

AbstractDeliverableSwapFutureProductPricer - Class in com.opengamma.strata.pricer.swap

Base pricer for deliverable swap futures.

AbstractDeliverableSwapFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureProductPricer

Creates an instance.

AbstractDeliverableSwapFutureTradePricer - Class in com.opengamma.strata.pricer.swap

Base pricer for deliverable swap futures.

AbstractDeliverableSwapFutureTradePricer() - Constructor for class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureTradePricer

Creates an instance.

AbstractIborFutureProductPricer - Class in com.opengamma.strata.pricer.index

Base pricer for Ibor futures.

AbstractIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.index.AbstractIborFutureProductPricer

Creates an instance.

AbstractIborFutureTradePricer - Class in com.opengamma.strata.pricer.index

Base pricer for Ibor futures.

AbstractIborFutureTradePricer() - Constructor for class com.opengamma.strata.pricer.index.AbstractIborFutureTradePricer

Creates an instance.

AbstractRatesProvider - Class in com.opengamma.strata.pricer.rate

An abstract rates provider implementation.

AbstractRatesProvider() - Constructor for class com.opengamma.strata.pricer.rate.AbstractRatesProvider

accept(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiConsumer

Performs this operation on the given arguments.

accept(T) - Method in interface com.opengamma.strata.collect.function.CheckedConsumer

Performs this operation on the given argument.

accept(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoubleConsumer

Consumes the values, performing an action.

accept(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoubleConsumer

Consumes the values, performing an action.

ACCRUAL_DAY_COUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The day count used to calculate the year fraction.

ACCRUAL_DAYS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The number of days between the start and end dates.

ACCRUAL_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of accrual periods.

ACCRUAL_YEAR_FRACTION - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The year fraction between the start and end dates.

accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the business day adjustment to apply to accrual schedule dates.

accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the accrualBusinessDayAdjustment property.

accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the business day adjustment to apply to accrual schedule dates.

accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the accrualBusinessDayAdjustment property.

accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the business day adjustment to apply to accrual schedule dates.

accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the accrualBusinessDayAdjustment property.

accrualDayCount - Variable in class com.opengamma.strata.product.credit.ResolvedCds

The day count convention to be used for calculating the accrual.

accrualDayCount(DayCount) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the day count convention to be used for calculating the accrual.

accrualDayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the accrualDayCount property.

accrualFactor(double) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the accrual factor, defaulted from the index if not set.

accrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the accrualFactor property.

accrualFactor(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

Sets the accrual factor, defaulted from the index if not set.

accrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

The meta-property for the accrualFactor property.

accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the periodic frequency of accrual.

accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the accrualFrequency property.

accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the periodic frequency of accrual.

accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the accrualFrequency property.

accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the periodic frequency of accrual.

accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the accrualFrequency property.

accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the method of accruing overnight interest, defaulted to 'Compounded'.

accrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the accrualMethod property.

accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the method of accruing overnight interest, defaulted to 'Compounded'.

accrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the accrualMethod property.

accrualPeriods(List<RateAccrualPeriod>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the accrual periods that combine to form the payment period.

accrualPeriods(RateAccrualPeriod...) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the accrualPeriods property in the builder from an array of objects.

accrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the accrualPeriods property.

accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets the accrual schedule.

accrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the accrualSchedule property.

accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets the accrual schedule.

accrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the accrualSchedule property.

accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the accrual schedule.

accrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the accrualSchedule property.

accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets the accrual schedule.

accrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the accrualSchedule property.

accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

Sets the accrual period schedule.

accrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the accrualSchedule property.

accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

Sets the accrual schedule.

accrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the accrualSchedule property.

ACCRUED_INTEREST - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the accrued interest of the calculation target.

accruedInterest(ResolvedFixedCouponBond, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the accrued interest of the fixed coupon bond with the specified settlement date.

accruedInterest(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the accrued interest since the last payment.

accruedInterest(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the accrued interest since the last payment.

accruedInterest(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Calculates the accrued interest since the last payment.

accruedInterest(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Calculates the accrued interest of the bond with the specified date.

ACT_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/360' day count, which divides the actual number of days by 360.

ACT_364 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/364' day count, which divides the actual number of days by 364.

ACT_365_25 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/365.25' day count, which divides the actual number of days by 365.25.

ACT_365_ACTUAL - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/365 Actual' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not.

ACT_365F - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/365F' day count, which divides the actual number of days by 365 (fixed).

ACT_365L - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/365L' day count, which divides the actual number of days by 365 or 366.

ACT_ACT_AFB - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/Act AFB' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not, with additional rules for periods over one year.

ACT_ACT_ICMA - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/Act ICMA' day count, which divides the actual number of days by the actual number of days in the coupon period multiplied by the frequency.

ACT_ACT_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'Act/Act ISDA' day count, which divides the actual number of days in a leap year by 366 and the actual number of days in a standard year by 365.

add(String, Object) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfigBuilder

Adds an item of configuration under the specified name.

add(TypedString<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfigBuilder

Adds an item of configuration under the specified name.

add(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Adds a point sensitivity, mutating the internal list.

add(SwaptionSabrSensitivity) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities

Adds a swaption SABR sensitivity.

addAll(List<PointSensitivity>) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Adds a list of point sensitivities, mutating the internal list.

addAll(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Merges the list of point sensitivities from another instance, mutating the internal list.

addArgument(String, Object) - Method in class com.opengamma.strata.calc.config.FunctionConfigBuilder

Adds a constructor argument used when creating function instances.

addArgument(String, Object) - Method in class com.opengamma.strata.calc.config.pricing.PricingRuleBuilder

Adds a constructor argument for creating function instances to perform calculations.

addArguments(Map<String, Object>) - Method in class com.opengamma.strata.calc.config.FunctionConfigBuilder

Adds constructor arguments used when creating function instances.

addAttribute(SecurityAttributeType<T>, T) - Method in class com.opengamma.strata.product.SecurityInfoBuilder

Adds a security attribute to the map of attributes.

addAttribute(TradeAttributeType<T>, T) - Method in class com.opengamma.strata.product.TradeInfoBuilder

Adds a trade attribute to the map of attributes.

addCurve(NodalCurveDefinition, Currency, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder

Adds the definition of a curve to the curve group definition which is used to provide discount rates and forward rates.

addCurve(CurveName, Currency, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder

Adds a curve to the curve group definition which is used to provide discount rates and forward rates.

addDefault(T) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfigBuilder

Adds an item of configuration that is the default of its type.

addDiscountCurve(NodalCurveDefinition, Currency, Currency...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder

Adds the definition of a discount curve to the curve group definition.

addDiscountCurve(CurveName, Currency, Currency...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder

Adds the definition of a discount curve to the curve group definition.

AddFixedCurve - Class in com.opengamma.strata.market.curve

A curve formed from two curves, the fixed curve and the spread curve.

AddFixedCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for AddFixedCurve.

addForwardCurve(NodalCurveDefinition, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder

Adds the definition of a forward curve to the curve group definition.

addForwardCurve(CurveName, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder

Adds the definition of a forward curve to the curve group definition.

addFunction(Measure, Class<? extends CalculationFunction<T>>) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroupBuilder

Adds a function to the function group.

addFunction(Measure, FunctionConfig<T>) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroupBuilder

Adds a function to the function group.

addInfo(CurveInfoType<T>, T) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Adds a single piece of additional information.

addInfo(Map<CurveInfoType<?>, Object>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Adds additional information.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the additional spread added to the price.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the additional spread added to the market quote.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the additional spread added to the rate.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the additional spread added to the market quote.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the additional spread added to the market quote.

additionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the additionalSpread property.

additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

Sets the addition convention to apply.

additionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

The meta-property for the additionConvention property.

additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

Sets the addition convention to apply.

additionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

The meta-property for the additionConvention property.

addListEntry(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Adds a list entry using a consumer callback function.

addListEntryWithIndex(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Adds a list entry using a consumer callback function, including the list index.

addMeasures(Measure...) - Method in class com.opengamma.strata.calc.config.pricing.PricingRuleBuilder

Adds measures to the pricing rule.

addOutputCurrencies(Currency...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds the output currencies.

addParameterMetadata(CurveParameterMetadata) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Adds a single piece of parameter metadata.

addRate(CurrencyPair, double) - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder

Adds a new rate for a currency pair to the builder.

addRate(Currency, Currency, double) - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder

Add a new pair of currencies to the builder.

addRates(Map<CurrencyPair, Double>) - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder

Adds a collection of new rates for currency pairs to the builder.

addRequirements(MarketDataRequirements) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds all requirements from an instance of MarketDataRequirements to this builder.

addResult(MarketDataId<T>, Result<MarketDataBox<T>>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Adds a result for a single item of market data, replacing any existing value with the same ID.

addResultUnsafe(MarketDataId<T>, Result<MarketDataBox<?>>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Adds a result for a single item of market data, replacing any existing value with the same ID.

addShift(int, Object, double) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShiftsBuilder

Adds a shift for a curve node to the builder.

addShift(Object, double) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShiftBuilder

Adds a shift for a curve node to the builder.

addShifts(int, Map<?, Double>) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShiftsBuilder

Adds multiple shifts to the builder.

addShifts(Map<?, Double>) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShiftBuilder

Adds multiple shifts to the builder.

addTimeSeries(ObservableKey, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder

Adds a time-series of market data values to the builder.

addTimeSeries(Map<? extends ObservableKey, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder

Adds multiple time-series of market data values to the builder.

addTimeSeries(Collection<? extends ObservableId>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds requirements for time series of observable market data.

addTimeSeries(ObservableId...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds requirements for time series of observable market data.

addTimeSeries(ObservableId, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Adds a time series of observable market data values, replacing any existing time series with the same ID.

addTimeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Adds multiple time series of observable market data, replacing any existing time series with the same IDs.

addTimeSeriesResult(ObservableId, Result<LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Adds a time series of observable market data values, replacing any existing time series with the same ID.

addTo(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor

Adds this tenor to the specified date.

addTo(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency

Adds the period of this frequency to the specified date.

addValue(MarketDataKey<T>, T) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder

Adds a value to the builder.

addValue(MarketDataId<T>, T) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Adds a single item of market data, replacing any existing value with the same ID.

addValue(MarketDataId<T>, MarketDataBox<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Adds a single item of market data, replacing any existing value with the same ID.

addValue(MarketDataId<T>, List<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Adds multiple values for an item of market data, one for each scenario.

addValue(MarketDataId<T>, ScenarioMarketDataValue<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Adds multiple values for an item of market data, one for each scenario.

addValues(Map<? extends MarketDataKey<?>, ?>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder

Adds multiple values to the builder.

addValues(Collection<? extends MarketDataId<?>>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds requirements for single values of market data.

addValues(MarketDataId<?>...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Adds requirements for single values of market data.

addValues(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Adds multiple items of market data, replacing any existing values with the same IDs.

addValuesById(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder

Adds multiple values to the builder.

adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Adjusts the date as necessary if it is not a business day.

adjust(LocalDate, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention

Adjusts the date as necessary if it is not a business day.

adjust(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateAdjuster

Adjusts the date according to the rules of the implementation.

adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Adjusts the date, adding the period in days using the holiday calendar and then applying the business day adjustment.

adjust(LocalDate, Period, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention

Adjusts the base date, adding the period and applying the convention rule.

adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Adjusts the date, adding the period and then applying the business day adjustment.

adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Adjusts the date, adding the tenor and then applying the business day adjustment.

adjust(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention

Adjusts the date according to the rules of the roll convention.

adjust(double) - Method in class com.opengamma.strata.basics.value.ValueAdjustment

Adjusts the base value based on the criteria of this adjustment.

adjust(double, double) - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType

Adjusts the base value based on the type and the modifying value.

adjust(double) - Method in enum com.opengamma.strata.product.swap.NegativeRateMethod

Adjusts the specified rate according to the rate method rule.

ADJUSTABLE_DATE - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used for AdjustableDate, printing the unadjusted date.

AdjustableDate - Class in com.opengamma.strata.basics.date

An adjustable date.

AdjustableDate.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for AdjustableDate.

adjustBy(int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Returns an adjuster that changes the date.

adjustDate(TemporalAdjuster) - Method in class com.opengamma.strata.basics.currency.Payment

Adjusts the payment date using the rules of the specified adjuster.

adjusted(ReferenceData) - Method in class com.opengamma.strata.basics.date.AdjustableDate

Adjusts the date using the business day adjustment.

adjustInto(Temporal) - Method in interface com.opengamma.strata.basics.date.DateAdjuster

Adjusts the temporal according to the rules of the implementation.

adjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

The meta-property for the adjustment property.

adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

Sets the business day adjustment that is performed to the result of the addition.

adjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

The meta-property for the adjustment property.

adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

Sets the business day adjustment that is performed to the result of the addition.

adjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

The meta-property for the adjustment property.

adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

Sets the business day adjustment that is performed to the result of the addition.

adjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

The meta-property for the adjustment property.

adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.NotionalExchange

adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.swap.PaymentEvent

Adjusts the payment date using the rules of the specified adjuster.

adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.swap.PaymentPeriod

Adjusts the payment date using the rules of the specified adjuster.

adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

AED - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'AED' - UAE Dirham.

AggregatingCalculationListener<T> - Class in com.opengamma.strata.calc.runner

Superclass for mutable calculation listeners that collect the results of individual calculations and create a single aggregate result when the calculations are complete.

AggregatingCalculationListener() - Constructor for class com.opengamma.strata.calc.runner.AggregatingCalculationListener

agreedFxRate(FxRate) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

Sets the FX rate agreed for the value date at the inception of the trade.

agreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

The meta-property for the agreedFxRate property.

agreedFxRate(FxRate) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

Sets the FX rate agreed for the value date at the inception of the trade.

agreedFxRate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

The meta-property for the agreedFxRate property.

ALL - Static variable in class com.opengamma.strata.collect.range.LocalDateRange

A range over the whole time-line.

allCurrencies() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Returns the set of primary currencies of this swap.

allIndices() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Returns the set of indices referred to by the FRA.

allIndices() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Returns the set of indices referred to by the swap.

allIndices() - Method in class com.opengamma.strata.product.swap.Swap

Returns the set of indices referred to by the swap.

allIndices() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Returns the set of indices referred to by the leg.

allMatch(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

allSuccessful(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result

Checks if all the results are successful.

allSuccessful(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result

Checks if all the results are successful.

AllTargetsMarketDataRules - Class in com.opengamma.strata.calc.config

A market data rule which matches all calculation targets.

AllTargetsMarketDataRules.Meta - Class in com.opengamma.strata.calc.config

The meta-bean for AllTargetsMarketDataRules.

alpha(LocalDate, LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Calculates the alpha value for the specified period with respect to the maturity date.

alphaAdjoint(LocalDate, LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Calculates the alpha and its derivative values for the specified period with respect to the maturity date.

alphaSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

The meta-property for the alphaSensitivity property.

alternateNames() - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Returns the complete map of alternate name to standard name.

ALWAYS_0 - Static variable in class com.opengamma.strata.basics.value.ValueSchedule

A value schedule that always has the value zero.

ALWAYS_1 - Static variable in class com.opengamma.strata.basics.value.ValueSchedule

A value schedule that always has the value one.

ambiguousTokenFailure(T, String) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator

Generates a failure result for an ambiguous token.

amount(CurrencyAmount) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Sets the amount associated with the leg.

amount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

The meta-property for the amount property.

amount(ValueSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

Sets the known amount schedule.

amount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the amount property.

amount(ValueSchedule) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the notional amount.

amount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the amount property.

amounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

The meta-property for the amounts property.

amounts() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

The meta-property for the amounts property.

and(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate

Returns a new predicate that returns true if both predicates return true.

and(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate

Returns a new predicate that returns true if both predicates return true.

and(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate

Returns a new predicate that returns true if both predicates return true.

andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjDoubleFunction

Returns a new function that composes this function and the specified function.

andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjIntFunction

Returns a new function that composes this function and the specified function.

andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjLongFunction

Returns a new function that composes this function and the specified function.

annuityCash(ResolvedSwapLeg, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Computes the conventional cash annuity from a swap leg.

annuityCashDerivative(ResolvedSwapLeg, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Computes the derivative of the conventional cash annuity with respect to the yield from a swap leg.

any() - Static method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector

Returns a selector that will choose any party from the trade.

AnyCurveFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve

A market data filter that matches any curve.

AnyCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve

The meta-bean for AnyCurveFilter.

AnyDiscountCurveFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve

A market data filter that matches any discount curve.

AnyDiscountCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve

The meta-bean for AnyDiscountCurveFilter.

anyFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result

Checks if any of the results are failures.

anyFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result

Checks if any of the results are failures.

AnyIndexForwardCurveFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve

A market data filter that matches any forward curve for an index.

AnyIndexForwardCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve

The meta-bean for AnyIndexForwardCurveFilter.

anyMatch(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

anyTarget(MarketDataMappings) - Static method in interface com.opengamma.strata.calc.config.MarketDataRules

Returns a set of market data rules that match any target.

apply(Function<T, R>) - Method in interface com.opengamma.strata.basics.market.MarketDataBox

Applies a function to the contents of the box and returns another box.

apply(int, ObjIntFunction<T, R>) - Method in interface com.opengamma.strata.basics.market.MarketDataBox

Applies a function to the contents of the box once for each scenario and returns a box containing scenario data built from the return values of the function calls.

apply(Function<T, R>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

apply(int, ObjIntFunction<T, R>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

apply(Function<T, R>) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

apply(int, ObjIntFunction<T, R>) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

apply(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Applies an operator to each element in the array, returning a new array.

apply(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiFunction

Applies this function to the given arguments.

apply(T) - Method in interface com.opengamma.strata.collect.function.CheckedFunction

Applies this function to the given argument.

apply(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoubleFunction

Applies the function.

apply(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntFunction

Applies the function.

apply(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongFunction

Applies the function.

applyAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Applies an addition to each element in the array, returning a new array.

applyAsDouble(double, double, double) - Method in interface com.opengamma.strata.collect.function.DoubleTernaryOperator

Applies the function.

applyAsDouble(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoubleToDoubleFunction

Performs an operation on the values.

applyAsDouble(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoubleToDoubleFunction

Performs an operation on the values.

applyAsDouble(int, int) - Method in interface com.opengamma.strata.collect.function.IntIntToDoubleFunction

Performs an operation on the values.

applyMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Applies a multiplication to each element in the array, returning a new array.

applyPerturbation(MarketDataBox<T>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

Applies the perturbations in this mapping to an item of market data and returns the results.

applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

applyPerturbation(Perturbation<Curve>) - Method in interface com.opengamma.strata.market.curve.Curve

Applies the perturbation to this curve.

applyPerturbation(Perturbation<Surface>) - Method in interface com.opengamma.strata.market.surface.Surface

Applies the perturbation to this surface.

applyPerturbation(Perturbation<Curve>) - Method in interface com.opengamma.strata.market.view.DiscountFactors

Applies the specified perturbation to the underlying curve.

applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

applyPerturbation(Perturbation<Curve>) - Method in interface com.opengamma.strata.market.view.IborIndexRates

Applies the specified perturbation to the underlying curve.

applyPerturbation(Perturbation<Curve>) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates

Applies the specified perturbation to the underlying curve.

applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates

applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

applyShift(double, double) - Method in enum com.opengamma.strata.market.ShiftType

Applies the shift to the value using appropriate logic for the shift type.

applyTo(MarketDataBox<T>) - Method in interface com.opengamma.strata.calc.marketdata.scenario.ScenarioPerturbation

Applies this perturbation to the market data in a box, returning a box containing new, modified data.

applyTo(MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

applyTo(MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

applyTo(Curve) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

applyTo(Curve) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

applyTo(Curve) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

applyTo(T) - Method in interface com.opengamma.strata.market.Perturbation

Applies this perturbation to the specified market data, returning a new, modified instance.

AR - Static variable in class com.opengamma.strata.basics.location.Country

The country 'AR' - Argentina.

ArgChecker - Class in com.opengamma.strata.collect

Contains utility methods for checking inputs to methods.

arguments() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta

The meta-property for the arguments property.

arguments() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta

The meta-property for the arguments property.

array() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta

The meta-property for the array property.

ARS - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'ARS' - Argentine Peso.

asMap() - Method in class com.opengamma.strata.collect.io.IniFile

Returns the INI file as a map.

asMap() - Method in class com.opengamma.strata.collect.io.PropertySet

Returns the property set as a map, throwing an exception if any key has multiple values.

asMultimap() - Method in class com.opengamma.strata.collect.io.PropertySet

Returns the property set as a multimap.

attributes() - Method in class com.opengamma.strata.product.SecurityInfo.Meta

The meta-property for the attributes property.

attributes() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the attributes property.

AU - Static variable in class com.opengamma.strata.basics.location.Country

The country 'AU' - Australia.

AUD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'AUD' - Australian Dollar.

averagingMethod(IborRateAveragingMethod) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

Sets the rate averaging method, defaulted to 'Unweighted'.

averagingMethod() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

The meta-property for the averagingMethod property.

B

baseCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

The meta-property for the baseCurrencyAmount property.

baseCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta

The meta-property for the baseCurrencyDiscountFactors property.

baseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta

The meta-property for the baseCurrencyPayment property.

BaseProvider - Interface in com.opengamma.strata.pricer

A provider of data used for pricing.

BE - Static variable in class com.opengamma.strata.basics.location.Country

The country 'BE' - Belgium.

BeanTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against a bean to produce another object.

BeanTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator

beanType() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta

beanType() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

beanType() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta

beanType() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

beanType() - Method in class com.opengamma.strata.basics.currency.Payment.Meta

beanType() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

beanType() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

beanType() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

beanType() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

beanType() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

beanType() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

beanType() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta

beanType() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta

beanType() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

beanType() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

beanType() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

beanType() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

beanType() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

beanType() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

beanType() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta

beanType() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta

beanType() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta

beanType() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta

beanType() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta

beanType() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta

beanType() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta

beanType() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta

beanType() - Method in class com.opengamma.strata.basics.market.StandardId.Meta

beanType() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

beanType() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

beanType() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

beanType() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta

beanType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

beanType() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

beanType() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

beanType() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

beanType() - Method in class com.opengamma.strata.calc.Column.Meta

beanType() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules.Meta

beanType() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta

beanType() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta

beanType() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta

beanType() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta

beanType() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta

beanType() - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta

beanType() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta

beanType() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta

beanType() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta

beanType() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta

beanType() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta

beanType() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta

beanType() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta

beanType() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray.Meta

beanType() - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta

beanType() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta

beanType() - Method in class com.opengamma.strata.calc.runner.Results.Meta

beanType() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta

beanType() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta

beanType() - Method in class com.opengamma.strata.collect.result.Failure.Meta

beanType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

beanType() - Method in class com.opengamma.strata.collect.result.Result.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

beanType() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta

beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta

beanType() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

beanType() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

beanType() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

beanType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

beanType() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

beanType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

beanType() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

beanType() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

beanType() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

beanType() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

beanType() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta

beanType() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta

beanType() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta

beanType() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta

beanType() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

beanType() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta

beanType() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta

beanType() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta

beanType() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta

beanType() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta

beanType() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta

beanType() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta

beanType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta

beanType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta

beanType() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta

beanType() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta

beanType() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta

beanType() - Method in class com.opengamma.strata.market.id.QuoteId.Meta

beanType() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta

beanType() - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta

beanType() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta

beanType() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

beanType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

beanType() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

beanType() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta

beanType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

beanType() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta

beanType() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities.Meta

beanType() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta

beanType() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta

beanType() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta

beanType() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta

beanType() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta

beanType() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta

beanType() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta

beanType() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

beanType() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta

beanType() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta

beanType() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta

beanType() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta

beanType() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta

beanType() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

beanType() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

beanType() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta

beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta

beanType() - Method in class com.opengamma.strata.product.cms.Cms.Meta

beanType() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

beanType() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta

beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta

beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta

beanType() - Method in class com.opengamma.strata.product.credit.Cds.Meta

beanType() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

beanType() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta

beanType() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta

beanType() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta

beanType() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta

beanType() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

beanType() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.equity.Equity.Meta

beanType() - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta

beanType() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fra.Fra.Meta

beanType() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

beanType() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

beanType() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta

beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.GenericSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

beanType() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

beanType() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

beanType() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta

beanType() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta

beanType() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

beanType() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

beanType() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

beanType() - Method in class com.opengamma.strata.product.SecurityInfo.Meta

beanType() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

beanType() - Method in class com.opengamma.strata.product.SecurityTrade.Meta

beanType() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

beanType() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta

beanType() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.FxReset.Meta

beanType() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

beanType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

beanType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

beanType() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

beanType() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

beanType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

beanType() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

beanType() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

beanType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta

beanType() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta

beanType() - Method in class com.opengamma.strata.product.swap.Swap.Meta

beanType() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

beanType() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

beanType() - Method in class com.opengamma.strata.product.TradeInfo.Meta

beanType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

beanType() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

beanType() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

beanType() - Method in class com.opengamma.strata.report.ReportRequirements.Meta

beanType() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

beanType() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

beanType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

betaSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

The meta-property for the betaSensitivity property.

BGN - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'BGN' - Bulgarian Lev.

BHD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'BHD' - Bahraini Dinar.

biConsumer(CheckedBiConsumer<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the BiConsumer interface.

biFunction(CheckedBiFunction<T, U, R>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the BiFunction interface.

binaryOperator(CheckedBinaryOperator<T>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the BinaryOperator interface.

bind(BoundCurveExtrapolator, BoundCurveExtrapolator) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveInterpolator

Binds this interpolator to the specified extrapolators.

bind(DoubleArray, DoubleArray, BoundCurveInterpolator) - Method in interface com.opengamma.strata.market.interpolator.CurveExtrapolator

Binds this extrapolator to a curve.

bind(DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.interpolator.CurveInterpolator

Binds this interpolator to a curve where no extrapolation is permitted.

bind(DoubleArray, DoubleArray, CurveExtrapolator, CurveExtrapolator) - Method in interface com.opengamma.strata.market.interpolator.CurveInterpolator

Binds this interpolator to a curve specifying the extrapolators to use.

biPredicate(CheckedBiPredicate<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the BiPredicate interface.

BlackBondFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.bond

Pricer of options on bond future with a lognormal model on the underlying future price.

BlackBondFutureOptionMarginedProductPricer(DiscountingBondFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Creates an instance.

BlackBondFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.bond

Pricer implementation for bond future option.

BlackBondFutureOptionMarginedTradePricer(BlackBondFutureOptionMarginedProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Creates an instance.

BlackFxVanillaOptionProductPricer - Class in com.opengamma.strata.pricer.fx

Pricer for foreign exchange vanilla option transaction products with a lognormal model.

BlackFxVanillaOptionProductPricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Creates an instance.

BlackFxVanillaOptionTradePricer - Class in com.opengamma.strata.pricer.fx

Pricer for foreign exchange vanilla option trades with a lognormal model.

BlackFxVanillaOptionTradePricer() - Constructor for class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer

BlackIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor legs in log-normal or Black model.

BlackIborCapFloorLegPricer(BlackIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorLegPricer

Creates an instance.

BlackIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor products in log-normal or Black model.

BlackIborCapFloorProductPricer(BlackIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorProductPricer

Creates an instance.

BlackIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor trades in log-normal or Black model.

BlackIborCapFloorTradePricer(BlackIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorTradePricer

Creates an instance.

BlackIborCapletFloorletExpiryStrikeVolatilities - Class in com.opengamma.strata.pricer.capfloor

Volatility for Ibor caplet/floorlet in the log-normal or Black model based on a surface.

BlackIborCapletFloorletExpiryStrikeVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for BlackIborCapletFloorletExpiryStrikeVolatilities.

BlackIborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor

Volatility for Ibor caplet/floorlet in the log-normal or Black model.

BlackSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with par yield curve method of cash settlement in a log-normal or Black model on the swap rate.

BlackSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer

Creates an instance.

BlackSwaptionCashParYieldTradePricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption trade with par yield curve method of cash settlement in log-normal or Black model on the swap rate.

BlackSwaptionCashParYieldTradePricer(BlackSwaptionCashParYieldProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer

Creates an instance.

BlackSwaptionExpiryTenorVolatilities - Class in com.opengamma.strata.pricer.swaption

Volatility for swaptions in the log-normal or Black model.

BlackSwaptionExpiryTenorVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption

The meta-bean for BlackSwaptionExpiryTenorVolatilities.

BlackSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with physical settlement in a log-normal or Black model on the swap rate.

BlackSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer

Creates an instance.

BlackSwaptionPhysicalTradePricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption trade with physical settlement in log-normal or Black model on the swap rate.

BlackSwaptionPhysicalTradePricer(BlackSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer

Creates an instance.

BlackSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption

Volatility for swaptions in the log-normal or Black model.

BlackVolatilityBondFutureProvider - Interface in com.opengamma.strata.pricer.bond

Data provider of volatility for bond future options in the lognormal or Black model.

BlackVolatilityExpLogMoneynessBondFutureProvider - Class in com.opengamma.strata.pricer.bond

Data provider of volatility for bond future options in the log-normal or Black model.

BlackVolatilityExpLogMoneynessBondFutureProvider.Builder - Class in com.opengamma.strata.pricer.bond

The bean-builder for BlackVolatilityExpLogMoneynessBondFutureProvider.

BlackVolatilityExpLogMoneynessBondFutureProvider.Meta - Class in com.opengamma.strata.pricer.bond

The meta-bean for BlackVolatilityExpLogMoneynessBondFutureProvider.

BlackVolatilityFlatFxProvider - Class in com.opengamma.strata.pricer.fx

Data provider of volatility for FX options in the lognormal or Black-Scholes model.

BlackVolatilityFlatFxProvider.Builder - Class in com.opengamma.strata.pricer.fx

The bean-builder for BlackVolatilityFlatFxProvider.

BlackVolatilityFlatFxProvider.Meta - Class in com.opengamma.strata.pricer.fx

The meta-bean for BlackVolatilityFlatFxProvider.

BlackVolatilityFxProvider - Interface in com.opengamma.strata.pricer.fx

Data provider of volatility for FX options in the lognormal or Black-Scholes model.

BlackVolatilitySurfaceFxProvider - Class in com.opengamma.strata.pricer.fx

Data provider of volatility for FX options in the lognormal or Black-Scholes model.

BlackVolatilitySurfaceFxProvider.Builder - Class in com.opengamma.strata.pricer.fx

The bean-builder for BlackVolatilitySurfaceFxProvider.

BlackVolatilitySurfaceFxProvider.Meta - Class in com.opengamma.strata.pricer.fx

The meta-bean for BlackVolatilitySurfaceFxProvider.

BondFuture - Class in com.opengamma.strata.product.bond

A futures contract, based on a basket of fixed coupon bonds.

BondFuture.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFuture.

BondFuture.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFuture.

BondFutureOption - Class in com.opengamma.strata.product.bond

A futures option contract, based on bonds.

BondFutureOption.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFutureOption.

BondFutureOption.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFutureOption.

BondFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.bond

Pricer for bond future option products with daily margin.

BondFutureOptionMarginedProductPricer() - Constructor for class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedProductPricer

Creates an instance.

BondFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.bond

Pricer for bond future option trades with daily margin.

BondFutureOptionMarginedTradePricer() - Constructor for class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer

Creates an instance.

BondFutureOptionSecurity - Class in com.opengamma.strata.product.bond

A security representing a futures contract, based on a basket of fixed coupon bonds.

BondFutureOptionSecurity.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFutureOptionSecurity.

BondFutureOptionSecurity.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFutureOptionSecurity.

BondFutureOptionSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to an implied volatility for a bond future option model.

BondFutureOptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for BondFutureOptionSensitivity.

BondFutureOptionTrade - Class in com.opengamma.strata.product.bond

A trade representing an option on a futures contract based on bonds.

BondFutureOptionTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFutureOptionTrade.

BondFutureOptionTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFutureOptionTrade.

BondFutureProvider - Interface in com.opengamma.strata.pricer.bond

Data provider for for model parameters related to Bond futures and their options.

BondFutureSecurity - Class in com.opengamma.strata.product.bond

A security representing a futures contract, based on a basket of fixed coupon bonds.

BondFutureSecurity.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFutureSecurity.

BondFutureSecurity.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFutureSecurity.

BondFutureTrade - Class in com.opengamma.strata.product.bond

A trade representing a futures contract based on a fixed coupon bond.

BondFutureTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for BondFutureTrade.

BondFutureTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for BondFutureTrade.

bondGroup() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

The meta-property for the bondGroup property.

BondGroup - Class in com.opengamma.strata.market.value

Bond group.

bondGroup() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta

The meta-property for the bondGroup property.

bondMap(Map<StandardId, BondGroup>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

Sets the bond group map.

bondMap() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

The meta-property for the bondMap property.

BoundCurveExtrapolator - Interface in com.opengamma.strata.market.interpolator

A curve extrapolator that has been bound to a specific curve.

BoundCurveInterpolator - Interface in com.opengamma.strata.market.interpolator

A curve interpolator that has been bound to a specific curve.

BR - Static variable in class com.opengamma.strata.basics.location.Country

The country 'BR' - Brazil.

BRL - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'BRL' - Brazil Dollar.

BUCKETED_GAMMA_PV01 - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the Bucketed Gamma PV01 of the calculation target.

BUCKETED_PV01 - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the Bucketed PV01 of the calculation target.

bucketedShiftParRatesinBps(int, double) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Applies a bucketed shift to a single node.

bucketedShiftParRatesinBps(int, double) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Applies a bucketed shift to a single node.

build() - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder

Build a new FxMatrix from the data in the builder.

build() - Method in class com.opengamma.strata.basics.currency.Payment.Builder

build() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

build() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

build() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

build() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

build() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

build() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

build() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

build() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

build() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

build() - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder

Returns a set of market data built from the data in this builder.

build() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder

build() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder

build() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

build() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

build() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

build() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

build() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

build() - Method in class com.opengamma.strata.calc.CalculationRules.Builder

build() - Method in class com.opengamma.strata.calc.Column.Builder

build() - Method in class com.opengamma.strata.calc.config.FunctionConfigBuilder

Returns an instance of FunctionConfig built from the data in this builder.

build() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder

build() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroupBuilder

Returns a function group built from the data in this builder.

build() - Method in class com.opengamma.strata.calc.config.pricing.PricingRuleBuilder

Returns a pricing rule built from the data in this builder.

build() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfigBuilder

Returns a MarketDataConfig instance built from the data in this builder.

build(I, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.function.MarketDataFunction

Builds and returns the market data identified by the ID.

build(Set<? extends ObservableId>) - Method in class com.opengamma.strata.calc.marketdata.function.MissingDataAwareObservableFunction

build(MissingMappingId, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in class com.opengamma.strata.calc.marketdata.function.MissingMappingMarketDataFunction

build(Set<? extends ObservableId>) - Method in interface com.opengamma.strata.calc.marketdata.function.ObservableMarketDataFunction

Returns market data values for the IDs in requirements or the details of why the data couldn't be built.

build() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

build() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder

build() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

Returns a set of market data requirements built from the data in this builder.

build() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Builds a set of market data from the data in this builder.

build() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

build(MarketDataId, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in class com.opengamma.strata.calc.marketdata.NoMatchingRulesMarketDataFunction

build() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

build() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

build() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

build() - Method in class com.opengamma.strata.calc.runner.Results.Builder

build() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Build the time-series from the builder.

build(CurveGroupId, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction

build(CurveInputsId, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in class com.opengamma.strata.function.marketdata.curve.CurveInputsMarketDataFunction

build() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShiftsBuilder

Returns an instance of CurvePointShifts built from the data in this builder.

build(DiscountCurveId, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in class com.opengamma.strata.function.marketdata.curve.DiscountCurveMarketDataFunction

build(IborIndexCurveId, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in class com.opengamma.strata.function.marketdata.curve.IborIndexCurveMarketDataFunction

build(OvernightIndexCurveId, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in class com.opengamma.strata.function.marketdata.curve.OvernightIndexCurveMarketDataFunction

build() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

build() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder

build(FxRateId, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateMarketDataFunction

build() - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder

Returns a set of market data mappings built from the data in this builder.

build() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

build() - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

build() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder

Builds the definition of the curve group from the data in this object.

build() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

build() - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder

build() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Builds the metadata instance.

build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

build() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShiftBuilder

Returns an instance of CurvePointShift built from the data in this builder.

build() - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Builds the map.

build() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

build() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Builds the resulting point sensitivity.

build() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

build() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

build() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

build() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

build() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

build() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

build() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Completes the builder, returning the provider.

build() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

build() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

build() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

build() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

build() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

build() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

build() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

build() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

build() - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

build() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

build() - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

build() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

build() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

build() - Method in class com.opengamma.strata.product.credit.Cds.Builder

build() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

build() - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder

build() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

build() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

build() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

build() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder

build() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

build() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

build() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

build() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

build() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

build() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder

build() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

build() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder

build() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

build() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

build() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

build() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

build() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

build() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

build() - Method in class com.opengamma.strata.product.equity.Equity.Builder

build() - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder

build() - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

build() - Method in class com.opengamma.strata.product.fra.Fra.Builder

build() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

build() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

build() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder

build() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

build() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

build() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

build() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

build() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

build() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder

build() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

build() - Method in class com.opengamma.strata.product.index.IborFuture.Builder

build() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

build() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

build() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

build() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

build() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

build() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

build() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

build() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder

build() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder

build() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

build() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

build() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

build() - Method in class com.opengamma.strata.product.SecurityInfoBuilder

Builds the security information.

build() - Method in class com.opengamma.strata.product.SecurityTrade.Builder

build() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

build() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder

build() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.FxReset.Builder

build() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

build() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

build() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

build() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder

build() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

build() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

build() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

build() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

build() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

build() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

build() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

build() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder

build() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder

build() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder

build() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

build() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder

build() - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

build() - Method in class com.opengamma.strata.product.swap.Swap.Builder

build() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

build() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

build() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

build() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder

build() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

build() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

build() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

build() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

build() - Method in class com.opengamma.strata.product.TradeInfoBuilder

Builds the trade information.

build() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

build() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

build() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

build() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

builder() - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Creates a builder that can be used to build instances of FxMatrix.

builder() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta

builder() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

builder() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta

builder() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

builder() - Static method in class com.opengamma.strata.basics.currency.Payment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.currency.Payment.Meta

builder() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

builder() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

builder() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

builder() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

builder() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

builder() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

builder() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta

builder() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta

builder() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

builder() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

builder() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

builder() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

builder() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

builder() - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

builder() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta

builder() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta

builder() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta

builder(LocalDate) - Static method in class com.opengamma.strata.basics.market.ImmutableMarketData

Creates a builder that can be used to build an instance of MarketData.

builder() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta

builder() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta

builder() - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta

builder() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta

builder() - Static method in class com.opengamma.strata.basics.market.SingleMarketDataBox

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta

builder() - Method in class com.opengamma.strata.basics.market.StandardId.Meta

builder() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

builder() - Static method in class com.opengamma.strata.basics.schedule.Schedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

builder() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

builder() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta

builder() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

builder() - Static method in class com.opengamma.strata.basics.value.ValueSchedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

builder() - Static method in class com.opengamma.strata.basics.value.ValueStep

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

builder() - Static method in class com.opengamma.strata.calc.CalculationRules

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

builder() - Static method in class com.opengamma.strata.calc.Column

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.Column.Meta

builder() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules.Meta

builder(Class<? extends CalculationFunction<T>>) - Static method in class com.opengamma.strata.calc.config.FunctionConfig

Returns a mutable builder for building FunctionConfig.

builder() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta

builder() - Static method in class com.opengamma.strata.calc.config.ImmutableMeasure

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta

builder(Class<T>) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

Returns a mutable builder for building a default function group.

builder() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta

builder() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta

builder(Class<T>) - Static method in class com.opengamma.strata.calc.config.pricing.PricingRule

Returns a builder for building pricing rules.

builder() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta

builder() - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta

builder() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

Returns a mutable builder for building an instance of MarketDataConfig.

builder() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Returns an empty mutable builder for building up a set of requirements.

builder() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

builder(LocalDate) - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Returns a mutable builder, with the valuation date set, for building a new instance of MarketEnvironment.

builder(MarketDataBox<LocalDate>) - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Returns a mutable builder, with the valuation date set, for building a new instance of MarketEnvironment.

builder() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta

builder() - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta

builder() - Static method in class com.opengamma.strata.calc.runner.CalculationResult

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta

builder() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta

builder() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta

builder() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta

builder() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta

builder() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray.Meta

builder() - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta

builder() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta

builder() - Static method in class com.opengamma.strata.calc.runner.Results

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.calc.runner.Results.Meta

builder() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta

builder() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta

builder() - Method in class com.opengamma.strata.collect.result.Failure.Meta

builder() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

builder() - Method in class com.opengamma.strata.collect.result.Result.Meta

builder() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Creates an empty builder, used to create time-series.

builder() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

builder() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta

builder(ShiftType) - Static method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

Returns a new mutable builder for building instances of CurvePointShift.

builder() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta

builder() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta

builder() - Static method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta

builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta

builder() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

builder() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

builder() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

builder() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount

Returns a builder used to create an instance of the bean.

Builder() - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Restricted constructor.

Builder(SwapLegAmount) - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Restricted copy constructor.

builder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

builder() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

builder() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta

builder() - Static method in class com.opengamma.strata.market.curve.CurveGroup

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta

builder() - Static method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Returns a mutable builder for building the definition for a curve group.

builder() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta

builder() - Static method in class com.opengamma.strata.market.curve.CurveGroupEntry

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta

builder() - Static method in class com.opengamma.strata.market.curve.CurveInputs

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta

builder() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

builder() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

builder() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

builder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

builder() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta

builder() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta

builder() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta

builder() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

builder() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

builder() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta

builder(ShiftType) - Static method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

Returns a new mutable builder for building instances of CurvePointShift.

builder() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta

builder() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta

builder() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta

builder() - Static method in class com.opengamma.strata.market.explain.ExplainMap

Returns a builder for creating the map.

builder() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

builder() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta

builder() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta

builder() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta

builder() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta

builder() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta

builder() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta

builder() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta

builder() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta

builder() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta

builder() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta

builder() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta

builder() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta

builder() - Method in class com.opengamma.strata.market.id.QuoteId.Meta

builder() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta

builder() - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta

builder() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta

builder() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta

builder() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta

builder() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta

builder() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta

builder() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta

builder() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta

builder() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta

builder() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta

builder() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta

builder() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta

builder() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta

builder() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta

builder() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta

builder() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

builder() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

builder() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

builder() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta

builder() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

builder() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata.Meta

builder() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

builder() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta

builder() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta

builder() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta

builder() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities.Meta

builder() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta

builder() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta

builder() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta

builder() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta

builder() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta

builder() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta

builder() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta

builder() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

builder() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta

builder() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta

builder() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta

builder() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta

builder() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta

builder() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta

builder() - Static method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

builder() - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta

builder() - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta

builder() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta

builder() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta

builder() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta

builder() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

builder() - Static method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

builder(LocalDate) - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Creates a builder specifying the valuation date.

builder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

builder() - Static method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

builder() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFutureSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

builder() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta

builder() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta

builder() - Method in class com.opengamma.strata.product.cms.Cms.Meta

builder() - Static method in class com.opengamma.strata.product.cms.CmsLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

builder() - Static method in class com.opengamma.strata.product.cms.CmsPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.cms.CmsTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

builder() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta

builder() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta

builder() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta

builder() - Static method in class com.opengamma.strata.product.credit.Cds

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.Cds.Meta

builder() - Static method in class com.opengamma.strata.product.credit.CdsTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

builder() - Static method in class com.opengamma.strata.product.credit.FeeLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta

builder() - Static method in class com.opengamma.strata.product.credit.IndexReferenceInformation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta

builder() - Static method in class com.opengamma.strata.product.credit.PeriodicPayments

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCds

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta

builder() - Static method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta

builder() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.TermDeposit

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

builder() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.equity.Equity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.equity.Equity.Meta

builder() - Static method in class com.opengamma.strata.product.equity.EquitySecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta

builder() - Static method in class com.opengamma.strata.product.equity.EquityTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fra.Fra

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.Fra.Meta

builder() - Static method in class com.opengamma.strata.product.fra.FraTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fra.ResolvedFra

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

builder() - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

builder() - Static method in class com.opengamma.strata.product.fx.FxNdf

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

builder() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

builder() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

builder() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

builder() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

builder() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fx.FxVanillaOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

builder() - Static method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta

builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta

builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta

builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta

builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta

builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

builder() - Method in class com.opengamma.strata.product.GenericSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.GenericSecurityTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFutureOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFutureSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.index.IborFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

builder() - Static method in class com.opengamma.strata.product.payment.BulletPayment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

builder() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

builder() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta

builder() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta

builder() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta

builder() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

builder() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta

builder() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta

builder() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta

builder() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta

builder() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta

builder() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

builder() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta

builder() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

builder() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

builder() - Static method in class com.opengamma.strata.product.SecurityInfo

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.SecurityInfo.Meta

builder() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

builder() - Static method in class com.opengamma.strata.product.SecurityTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.SecurityTrade.Meta

builder() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

builder() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta

builder() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.FxReset

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.FxReset.Meta

builder() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

builder() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

builder() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

builder() - Static method in class com.opengamma.strata.product.swap.NotionalExchange

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

builder() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

builder() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

builder(SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Returns a builder used to create an instance of the bean, based on a schedule period.

builder() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

builder() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

builder() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ResetSchedule

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwap

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta

builder() - Static method in class com.opengamma.strata.product.swap.StubCalculation

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta

builder() - Static method in class com.opengamma.strata.product.swap.Swap

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.Swap.Meta

builder() - Static method in class com.opengamma.strata.product.swap.SwapTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

builder() - Static method in class com.opengamma.strata.product.swaption.CashSettlement

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta

builder() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Meta

builder() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

builder() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.swaption.Swaption

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

builder() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

builder() - Static method in class com.opengamma.strata.product.TradeInfo

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.product.TradeInfo.Meta

builder() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

builder() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

builder() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

builder() - Method in class com.opengamma.strata.report.ReportRequirements.Meta

builder() - Static method in class com.opengamma.strata.report.trade.TradeReport

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

builder() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn

Returns a builder used to create an instance of the bean.

Builder() - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn.Builder

Restricted constructor.

Builder(TradeReportColumn) - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn.Builder

Restricted copy constructor.

builder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

builder() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate

Returns a builder used to create an instance of the bean.

builder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

buildInto(MutablePointSensitivities) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Builds the point sensitivity, adding to the specified mutable instance.

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

buildMarketData(MarketDataRequirements, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in class com.opengamma.strata.calc.marketdata.DefaultMarketDataFactory

buildMarketData(MarketDataRequirements, MarketDataConfig, CalculationEnvironment, ReferenceData, ScenarioDefinition) - Method in class com.opengamma.strata.calc.marketdata.DefaultMarketDataFactory

buildMarketData(MarketDataRequirements, MarketDataConfig, CalculationEnvironment, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory

Builds a set of market data.

buildMarketData(MarketDataRequirements, MarketDataConfig, CalculationEnvironment, ReferenceData, ScenarioDefinition) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory

Builds the market data required for performing calculations for a set of scenarios.

BulletPayment - Class in com.opengamma.strata.product.payment

A bullet payment.

BulletPayment.Builder - Class in com.opengamma.strata.product.payment

The bean-builder for BulletPayment.

BulletPayment.Meta - Class in com.opengamma.strata.product.payment

The meta-bean for BulletPayment.

BulletPaymentCalculationFunction - Class in com.opengamma.strata.function.calculation.payment

Perform calculations on a single BulletPaymentTrade for each of a set of scenarios.

BulletPaymentCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.payment.BulletPaymentCalculationFunction

Creates an instance.

BulletPaymentFunctionGroups - Class in com.opengamma.strata.function.calculation.payment

Contains function groups for built-in Bullet Payment calculation functions.

BulletPaymentTrade - Class in com.opengamma.strata.product.payment

A bullet payment trade.

BulletPaymentTrade.Builder - Class in com.opengamma.strata.product.payment

The bean-builder for BulletPaymentTrade.

BulletPaymentTrade.Meta - Class in com.opengamma.strata.product.payment

The meta-bean for BulletPaymentTrade.

BusinessDayAdjustment - Class in com.opengamma.strata.basics.date

An adjustment that alters a date if it falls on a day other than a business day.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the business day adjustment to apply.

businessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the business day adjustment to apply to the start and end dates.

businessDayAdjustment() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the business day adjustment to apply to the start and end dates.

businessDayAdjustment - Variable in class com.opengamma.strata.product.credit.ResolvedCds

The business day adjustment to apply to the start and end dates.

businessDayAdjustment() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the business day adjustment.

businessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the business day adjustment to apply to the start and end date, optional.

businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the business day adjustment to apply to the start and end date, optional.

businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.

businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

Sets the business day adjustment to apply to the start and end date.

businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the business day adjustment to apply to the start and end date, optional.

businessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.

businessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.

businessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Sets the business day adjustment to apply to the reference date.

businessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

Sets the business day adjustment to apply, optional.

businessDayAdjustment() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

The meta-property for the businessDayAdjustment property.

businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

Sets the business day adjustment to apply to each reset date.

businessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

The meta-property for the businessDayAdjustment property.

BusinessDayAdjustment.Builder - Class in com.opengamma.strata.basics.date

The bean-builder for BusinessDayAdjustment.

BusinessDayAdjustment.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for BusinessDayAdjustment.

BusinessDayConvention - Interface in com.opengamma.strata.basics.date

A convention defining how to adjust a date if it falls on a day other than a business day.

BusinessDayConventions - Class in com.opengamma.strata.basics.date

Constants and implementations for standard business day conventions.

BuySell - Enum in com.opengamma.strata.basics

Flag indicating whether a trade is "buy" or "sell".

buySell(BuySell) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets whether the Ibor fixing deposit is 'Buy' or 'Sell'.

buySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the buySell property.

buySell(BuySell) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets whether the term deposit is 'Buy' or 'Sell'.

buySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the buySell property.

buySell(BuySell) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets whether the FRA is buy or sell.

buySell() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the buySell property.

buySellProtection(BuySell) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets whether the CDS is buy or sell.

buySellProtection() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the buySellProtection property.

buySellProtection(BuySell) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets whether the CDS is buy or sell.

buySellProtection() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the buySellProtection property.

C

CA - Static variable in class com.opengamma.strata.basics.location.Country

The country 'CA' - Canada.

CAD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'CAD' - Canadian Dollar.

calculate(CalculationTarget, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.calc.config.MissingConfigCalculationFunction

calculate(T, Set<Measure>, CalculationMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.function.CalculationFunction

Calculates values of multiple measures for the target using multiple sets of market data.

calculate(CdsTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.credit.CdsCalculationFunction

calculate(TermDepositTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositCalculationFunction

calculate(FraTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fra.FraCalculationFunction

calculate(FxNdfTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxNdfCalculationFunction

calculate(FxSingleTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxSingleCalculationFunction

calculate(FxSwapTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxSwapCalculationFunction

calculate(IborFutureTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.index.IborFutureCalculationFunction

calculate(BulletPaymentTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.payment.BulletPaymentCalculationFunction

calculate(GenericSecurityTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.security.GenericSecurityCalculationFunction

calculate(SecurityTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.security.SecurityCalculationFunction

calculate(DeliverableSwapFutureTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFutureCalculationFunction

calculate(SwapTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swap.SwapCalculationFunction

calculate(SwaptionTrade, Set<Measure>, CalculationMarketData, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swaption.SwaptionCalculationFunction

calculate(Supplier<LocalDate>, Supplier<LocalDate>) - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate

Calculates the appropriate date for the node.

calculateAdjustedSettleDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the adjusted settlement date.

calculateAdjustedStartDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the adjusted start date.

calculatedEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Calculates the applicable end date.

calculatedFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Calculates the applicable first regular start date.

calculatedLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Calculates the applicable last regular end date.

calculatedRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the effective roll convention defining how to roll dates.

calculatedStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Calculates the applicable start date.

calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex

Calculates the effective date from the fixing date.

calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Calculates the effective date from the fixing date.

calculateEffectiveFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Calculates the effective date from the fixing date.

calculateEffectiveFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Calculates the effective date from the fixing date.

calculateFixingDateTime(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex

Converts the fixing date-time from the fixing date.

calculateFixingDateTime(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

calculateFixingDateTime(LocalDate) - Method in interface com.opengamma.strata.product.swap.SwapIndex

Calculates the fixing date-time from the fixing date.

calculateFixingFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex

Calculates the fixing date from the effective date.

calculateFixingFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

calculateFixingFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

calculateFixingFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Calculates the fixing date from the effective date.

calculateFixingFromEffective(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Calculates the fixing date from the effective date.

calculateFixingFromEffective(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Calculates the fixing date from the effective date.

calculateFixingFromMaturity(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex

Calculates the fixing date from the maturity date.

calculateFixingFromMaturity(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex

Calculates the maturity date from the effective date.

calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Calculates the maturity date from the effective date.

calculateMaturityFromEffective(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Calculates the maturity date from the effective date.

calculateMaturityFromEffective(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Calculates the maturity date from the effective date.

calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex

Calculates the maturity date from the fixing date.

calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex

Calculates the maturity date from the fixing date.

calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Calculates the maturity date from the fixing date.

calculateMaturityFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Calculates the maturity date from the fixing date.

calculateMaturityFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Calculates the maturity date from the fixing date.

calculateMonetaryValue(long, double) - Method in class com.opengamma.strata.product.SecurityPriceInfo

Calculates the monetary value of the specified quantity and price.

calculateMultipleScenarios(CalculationRules, List<? extends CalculationTarget>, List<Column>, CalculationEnvironment, ReferenceData) - Method in interface com.opengamma.strata.calc.CalculationRunner

Performs calculations for multiple scenarios, each with a different set of market data.

calculateMultipleScenarios(CalculationTasks, CalculationEnvironment, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Performs calculations for multiple scenarios, each with a different set of market data.

calculateMultipleScenariosAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, CalculationEnvironment, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner

Performs calculations asynchronously for a multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.

calculateMultipleScenariosAsync(CalculationTasks, CalculationEnvironment, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Performs calculations asynchronously for a multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.

calculateNumeraire(ResolvedSwaption, ResolvedSwapLeg, double, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the numeraire, used to multiply the results.

calculatePublicationFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

calculatePublicationFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Calculates the publication date from the fixing date.

calculatePublicationFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Calculates the publication date from the fixing date.

calculatePublicationFromFixing(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Calculates the publication date from the fixing date.

calculateReferenceDateFromTradeDate(LocalDate, Period, int, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Calculates the reference date from the trade date.

calculateReferenceDateFromTradeDate(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Calculates the reference date of the trade.

calculateReferenceDateFromTradeDate(LocalDate, Period, int, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

calculateSemiParallelGamma(NodalCurve, Currency, Function<NodalCurve, CurveCurrencyParameterSensitivity>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator

Computes the "sum-of-column gamma" or "semi-parallel gamma" for a sensitivity function.

calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Calculates the settlement date from the valuation date.

calculateSingleScenario(CalculationRules, List<? extends CalculationTarget>, List<Column>, CalculationEnvironment, ReferenceData) - Method in interface com.opengamma.strata.calc.CalculationRunner

Performs calculations for a single set of market data.

calculateSingleScenario(CalculationTasks, CalculationEnvironment, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Performs calculations for a single set of market data.

calculateSingleScenarioAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, CalculationEnvironment, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner

Performs calculations asynchronously for a single scenario, invoking a listener as each calculation completes.

calculateSingleScenarioAsync(CalculationTasks, CalculationEnvironment, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Performs calculations asynchronously for a single scenario, invoking a listener as each calculation completes.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Calculates the spot date from the trade date.

calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Calculates the spot date from the trade date.

calculateStrike(ResolvedSwapLeg) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the strike.

calculateUnadjustedAccrualStartDate(LocalDate) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the previous CDS date.

calculateUnadjustedMaturityDate(LocalDate, Frequency, Period) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the unadjusted maturity date.

calculateUnadjustedMaturityDateFromValuationDate(LocalDate, Period) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Used in curve point calculation.

calculateUnadjustedStepInDate(LocalDate) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the unadjusted step-in date.

calculation(IborRateCalculation) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

Sets the interest rate accrual calculation.

calculation() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

The meta-property for the calculation property.

calculation(RateCalculation) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

Sets the interest rate accrual calculation.

calculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the calculation property.

CalculationEnvironment - Interface in com.opengamma.strata.calc.marketdata

A interface for looking up items of market data by ID, used when building market data.

CalculationFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.runner.function

Primary interface for all calculation functions that calculate measures.

CalculationListener - Interface in com.opengamma.strata.calc.runner

Listener that is notified when calculations are performed by a CalculationRunner.

CalculationMarketData - Interface in com.opengamma.strata.calc.marketdata

A source of market data provided to an engine function and used for a calculation across multiple scenarios.

CalculationResult - Class in com.opengamma.strata.calc.runner

The result of a single calculation performed by a CalculationRunner.

CalculationResult.Builder - Class in com.opengamma.strata.calc.runner

The bean-builder for CalculationResult.

CalculationResult.Meta - Class in com.opengamma.strata.calc.runner

The meta-bean for CalculationResult.

calculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

The meta-property for the calculationResults property.

CalculationRules - Class in com.opengamma.strata.calc

A set of rules that define how the calculation engine should perform calculations.

CalculationRules.Builder - Class in com.opengamma.strata.calc

The bean-builder for CalculationRules.

CalculationRules.Meta - Class in com.opengamma.strata.calc

The meta-bean for CalculationRules.

CalculationRunner - Interface in com.opengamma.strata.calc

Component that provides the ability to perform calculations on multiple targets, measures and scenarios.

calculationsComplete() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

calculationsComplete() - Method in interface com.opengamma.strata.calc.runner.CalculationListener

Invoked when all calculations have completed.

CalculationTarget - Interface in com.opengamma.strata.basics

The target of calculation within a system.

CalculationTask - Class in com.opengamma.strata.calc.runner

A single task that will be used to perform a calculation.

CalculationTaskRunner - Interface in com.opengamma.strata.calc.runner

Component that provides the ability to run calculation tasks.

CalculationTasks - Class in com.opengamma.strata.calc.runner

The tasks that will be used to perform the calculations.

calendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

Sets the calendar that defines holidays and business days.

calendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

The meta-property for the calendar property.

calendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

Sets the holiday calendar that defines the meaning of a day when performing the addition.

calendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

The meta-property for the calendar property.

calibrate(CurveGroupDefinition, LocalDate, MarketData, ReferenceData, Map<Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.calibration.CurveCalibrator

Calibrates a single curve group, containing one or more curves.

calibrate(List<CurveGroupDefinition>, ImmutableRatesProvider, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.calibration.CurveCalibrator

Calibrates a list of curve groups, each containing one or more curves.

calibrate(CurveGroupDefinition, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator

Calibrates synthetic curves from the configuration of the new curves and an existing set of market data.

calibrate(CurveGroupDefinition, RatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator

Calibrates synthetic curves from the configuration of the new curves and an existing rates provider.

CalibrationMeasure<T extends ResolvedTrade> - Interface in com.opengamma.strata.pricer.calibration

Provides access to the measures needed to perform curve calibration for a single type of trade.

CalibrationMeasures - Class in com.opengamma.strata.pricer.calibration

Provides access to the measures needed to perform curve calibration.

capFloorLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta

The meta-property for the capFloorLeg property.

capFloorLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta

The meta-property for the capFloorLeg property.

CapitalIndexedBond - Class in com.opengamma.strata.product.bond

A capital indexed bond.

CapitalIndexedBond.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for CapitalIndexedBond.

CapitalIndexedBond.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for CapitalIndexedBond.

CapitalIndexedBondCurveDataSet - Class in com.opengamma.strata.pricer.bond

The data set for testing capital indexed bonds.

CapitalIndexedBondCurveDataSet() - Constructor for class com.opengamma.strata.pricer.bond.CapitalIndexedBondCurveDataSet

CapitalIndexedBondPaymentPeriod - Class in com.opengamma.strata.product.bond

A coupon or nominal payment of capital indexed bonds.

CapitalIndexedBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for CapitalIndexedBondPaymentPeriod.

CapitalIndexedBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for CapitalIndexedBondPaymentPeriod.

CapitalIndexedBondSecurity - Class in com.opengamma.strata.product.bond

A security representing a capital indexed bond.

CapitalIndexedBondSecurity.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for CapitalIndexedBondSecurity.

CapitalIndexedBondSecurity.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for CapitalIndexedBondSecurity.

CapitalIndexedBondTrade - Class in com.opengamma.strata.product.bond

A trade representing a capital indexed bond.

CapitalIndexedBondTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for CapitalIndexedBondTrade.

CapitalIndexedBondTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for CapitalIndexedBondTrade.

CapitalIndexedBondYieldConvention - Enum in com.opengamma.strata.product.bond

A convention defining accrued interest calculation type for inflation bond securities.

caplet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the optional caplet strike.

caplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the caplet property.

caplet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the optional caplet strike.

caplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the caplet property.

capletFloorletPeriods(List<IborCapletFloorletPeriod>) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

Sets the periodic payments based on the successive observed values of an Ibor index.

capletFloorletPeriods(IborCapletFloorletPeriod...) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

Sets the capletFloorletPeriods property in the builder from an array of objects.

capletFloorletPeriods() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta

The meta-property for the capletFloorletPeriods property.

capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

Sets the cap schedule, optional.

capSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

The meta-property for the capSchedule property.

capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the cap schedule, optional.

capSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the capSchedule property.

CASH_FLOWS - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the cash flows of the calculation target.

CashFlow - Class in com.opengamma.strata.market.amount

A single cash flow of a currency amount on a specific date.

CashFlow.Meta - Class in com.opengamma.strata.market.amount

The meta-bean for CashFlow.

CashFlowReport - Class in com.opengamma.strata.report.cashflow

Represents a cash flow report.

CashFlowReport.Builder - Class in com.opengamma.strata.report.cashflow

The bean-builder for CashFlowReport.

CashFlowReport.Meta - Class in com.opengamma.strata.report.cashflow

The meta-bean for CashFlowReport.

CashFlowReportFormatter - Class in com.opengamma.strata.report.cashflow

Formatter for cash flow reports.

CashFlowReportRunner - Class in com.opengamma.strata.report.cashflow

Report runner for cash flow reports.

CashFlowReportTemplate - Class in com.opengamma.strata.report.cashflow

Marker for a cash flow report template.

CashFlowReportTemplate() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplate

CashFlowReportTemplateIniLoader - Class in com.opengamma.strata.report.cashflow

Loads a cash flow report template from the standard INI file format.

CashFlowReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader

CashFlows - Class in com.opengamma.strata.market.amount

A collection of cash flows.

cashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

The meta-property for the cashFlows property.

cashFlows(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the future cash flow of the FRA product.

cashFlows(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the future cash flow of the FRA trade.

cashFlows(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the future cash flows of the swap leg.

cashFlows(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the future cash flows of the swap product.

cashFlows(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the future cash flows of the swap trade.

CashFlows.Meta - Class in com.opengamma.strata.market.amount

The meta-bean for CashFlows.

CashSettlement - Class in com.opengamma.strata.product.swaption

Defines the settlement type and settlement method of swaptions.

CashSettlement.Builder - Class in com.opengamma.strata.product.swaption

The bean-builder for CashSettlement.

CashSettlement.Meta - Class in com.opengamma.strata.product.swaption

The meta-bean for CashSettlement.

cashSettlementMethod(CashSettlementMethod) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder

Sets the cash settlement method.

cashSettlementMethod() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta

The meta-property for the cashSettlementMethod property.

CashSettlementMethod - Enum in com.opengamma.strata.product.swaption

Cash settlement method of cash settled swaptions.

category() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

The meta-property for the category property.

causeType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

The meta-property for the causeType property.

Cds - Class in com.opengamma.strata.product.credit

A credit default swap (CDS), including single-name and index swaps.

Cds.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for Cds.

Cds.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for Cds.

CdsCalculationFunction - Class in com.opengamma.strata.function.calculation.credit

Perform calculations on a single CdsTrade for each of a set of scenarios.

CdsCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsCalculationFunction

Creates an instance.

cdsConvention() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

The meta-property for the cdsConvention property.

CdsConvention - Interface in com.opengamma.strata.product.credit.type

A market convention for credit default swap (CDS) trades.

CdsConventions - Class in com.opengamma.strata.product.credit.type

Constants for standard CDS market conventions.

CdsDatesLogic - Class in com.opengamma.strata.product.credit

Utility for producing sets of CDS dates.

CdsFunctionGroups - Class in com.opengamma.strata.function.calculation.credit

Contains function groups for built-in CDS calculation functions.

CdsRecoveryRate - Class in com.opengamma.strata.market.value

The expected recovery rate for a CDS product based upon the underlying issue or index.

CdsRecoveryRate.Meta - Class in com.opengamma.strata.market.value

The meta-bean for CdsRecoveryRate.

CdsTrade - Class in com.opengamma.strata.product.credit

A trade in a credit default swap (CDS).

CdsTrade.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for CdsTrade.

CdsTrade.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for CdsTrade.

CH - Static variable in class com.opengamma.strata.basics.location.Country

The country 'CH' - Switzerland.

CH_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The consumer price index for Switzerland, "Non-revised Consumer Price Index".

CheckedBiConsumer<T,U> - Interface in com.opengamma.strata.collect.function

A checked version of BiConsumer.

CheckedBiFunction<T,U,R> - Interface in com.opengamma.strata.collect.function

A checked version of BiFunction.

CheckedBinaryOperator<T> - Interface in com.opengamma.strata.collect.function

A checked version of BinaryOperator.

CheckedBiPredicate<T,U> - Interface in com.opengamma.strata.collect.function

A checked version of BiPredicate.

CheckedConsumer<T> - Interface in com.opengamma.strata.collect.function

A checked version of Consumer.

CheckedFunction<T,R> - Interface in com.opengamma.strata.collect.function

A checked version of Function.

CheckedPredicate<T> - Interface in com.opengamma.strata.collect.function

A checked version of Predicate.

CheckedRunnable - Interface in com.opengamma.strata.collect.function

A checked version of Runnable.

CheckedSupplier<R> - Interface in com.opengamma.strata.collect.function

A checked version of Supplier.

CheckedUnaryOperator<T> - Interface in com.opengamma.strata.collect.function

A checked version of UnaryOperator.

checkEquals(ValueType, String) - Method in class com.opengamma.strata.market.ValueType

Checks that this instance equals the specified instance.

CHF - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'EUR' - Swiss Franc.

CHF_EUROPEAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

The 'CHF-European' CDS convention.

CHF_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'CHF-FIXED-1Y-LIBOR-3M' swap convention.

CHF_FIXED_1Y_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'CHF-FIXED-1Y-LIBOR-6M' swap convention.

CHF_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions

The 'CHF-ISDA' curve.

CHF_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for CHF-LIBOR.

CHF_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month LIBOR index for CHF.

CHF_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month LIBOR index for CHF.

CHF_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week LIBOR index for CHF.

CHF_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month LIBOR index for CHF.

CHF_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month LIBOR index for CHF.

CHF_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month LIBOR index for CHF.

CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for CHF-TOIS Overnight index.

CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The TOIS index for CHF.

CHZU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Zurich, Switzerland, with code 'EUTA'.

CL - Static variable in class com.opengamma.strata.basics.location.Country

The country 'CL' - Chile.

CLASSPATH_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator

The prefix for classpath resource locators.

cleanNominalPriceFromDirtyNominalPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the clean nominal price of the bond from its settlement date and dirty nominal price.

cleanPriceFromDirtyPrice(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the clean price of the fixed coupon bond from its settlement date and dirty price.

cleanPriceFromRealYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Computes the clean price from the conventional real yield.

cleanRealPriceFromDirtyRealPrice(ResolvedCapitalIndexedBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the clean real price of the bond from its settlement date and dirty real price.

cloned() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

cloned() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

cloned() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Clones the point sensitivity builder.

cloned() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

cloned() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

close() - Method in interface com.opengamma.strata.calc.CalculationRunner

Closes any resources held by the component.

close() - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Closes any resources held by the component.

close() - Method in class com.opengamma.strata.collect.MapStream

closeListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Closes the currently open list.

CLP - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'CLP' - Chilean Peso.

Cms - Class in com.opengamma.strata.product.cms

A constant maturity swap (CMS) or CMS cap/floor.

Cms.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for Cms.

cmsLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta

The meta-property for the cmsLeg property.

CmsLeg - Class in com.opengamma.strata.product.cms

A CMS leg of a constant maturity swap (CMS) product.

cmsLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta

The meta-property for the cmsLeg property.

CmsLeg.Builder - Class in com.opengamma.strata.product.cms

The bean-builder for CmsLeg.

CmsLeg.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for CmsLeg.

CmsPeriod - Class in com.opengamma.strata.product.cms

A period over which a CMS coupon or CMS caplet/floorlet payoff is paid.

CmsPeriod.Builder - Class in com.opengamma.strata.product.cms

The bean-builder for CmsPeriod.

CmsPeriod.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for CmsPeriod.

cmsPeriods(List<CmsPeriod>) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

Sets the periodic payments based on the successive observed values of a swap index.

cmsPeriods(CmsPeriod...) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

Sets the cmsPeriods property in the builder from an array of objects.

cmsPeriods() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta

The meta-property for the cmsPeriods property.

CmsPeriodType - Enum in com.opengamma.strata.product.cms

A CMS payment period type.

CmsTrade - Class in com.opengamma.strata.product.cms

A trade in a constant maturity swap (CMS).

CmsTrade.Builder - Class in com.opengamma.strata.product.cms

The bean-builder for CmsTrade.

CmsTrade.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for CmsTrade.

CN - Static variable in class com.opengamma.strata.basics.location.Country

The country 'CN' - China.

CNY - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'CNY' - Chinese Yuan.

collect(Supplier<R>, BiConsumer<R, ? super Map.Entry<K, V>>, BiConsumer<R, R>) - Method in class com.opengamma.strata.collect.MapStream

collect(Collector<? super Map.Entry<K, V>, A, R>) - Method in class com.opengamma.strata.collect.MapStream

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.FixedRateObservation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborRateObservation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.rate.RateObservation

Collects all the indices referred to by this observation.

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.PaymentPeriod

Collects all the indices referred to by this period.

collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.RateCalculation

Collects all the indices referred to by this calculation.

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Collects all the indices referred to by this leg.

collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.SwapLeg

Collects all the indices referred to by this leg.

collector() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a collector that can be used to create a multi-currency amount from a stream of amounts.

collector() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Returns a collector that can be used to create a time-series from a stream of points.

Column - Class in com.opengamma.strata.calc

Defines a column in a set of calculation results.

column(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the column at the specified index.

Column.Builder - Class in com.opengamma.strata.calc

The bean-builder for Column.

Column.Meta - Class in com.opengamma.strata.calc

The meta-bean for Column.

columnArray(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the column at the specified index as an independent array.

columnCount(int) - Method in class com.opengamma.strata.calc.runner.Results.Builder

Sets the number of columns in the results.

columnCount() - Method in class com.opengamma.strata.calc.runner.Results.Meta

The meta-property for the columnCount property.

columnCount() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the number of columns of this matrix.

columnHeaders(List<String>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the column headers.

columnHeaders(String...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the columnHeaders property in the builder from an array of objects.

columnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

The meta-property for the columnHeaders property.

columnHeaders(List<String>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the column headers.

columnHeaders(String...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the columnHeaders property in the builder from an array of objects.

columnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

The meta-property for the columnHeaders property.

columnIndex(int) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

Sets the column index of the value in the results grid.

columnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta

The meta-property for the columnIndex property.

columnKeys(List<ExplainKey<?>>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the keys corresponding to the columns.

columnKeys(ExplainKey<?>...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the columnKeys property in the builder from an array of objects.

columnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

The meta-property for the columnKeys property.

ColumnName - Class in com.opengamma.strata.calc

The name of a column in the grid of calculation results.

columns() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

The meta-property for the columns property.

columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the report columns, which may contain information required for formatting.

columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the columns property in the builder from an array of objects.

columns() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

The meta-property for the columns property.

columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

Sets the columns in the report.

columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

Sets the columns property in the builder from an array of objects.

columns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

The meta-property for the columns property.

com.opengamma.strata.basics - package com.opengamma.strata.basics

Basic tools to work with financial markets.

com.opengamma.strata.basics.currency - package com.opengamma.strata.basics.currency

Representations of currency and money.

com.opengamma.strata.basics.date - package com.opengamma.strata.basics.date

Tools for working with dates.

com.opengamma.strata.basics.index - package com.opengamma.strata.basics.index

Entity objects describing common market indices, such as LIBOR and FED FUND.

com.opengamma.strata.basics.location - package com.opengamma.strata.basics.location

Representations of a geographic location.

com.opengamma.strata.basics.market - package com.opengamma.strata.basics.market

Basic types for modelling the market and market data.

com.opengamma.strata.basics.schedule - package com.opengamma.strata.basics.schedule

Basic financial tools for working with date-based schedules.

com.opengamma.strata.basics.value - package com.opengamma.strata.basics.value

Basic financial tools for working with values.

com.opengamma.strata.calc - package com.opengamma.strata.calc

Calculate risk measures on trades, applies scenarios and manages market data.

com.opengamma.strata.calc.config - package com.opengamma.strata.calc.config

Configuration types for the calculation engine.

com.opengamma.strata.calc.config.pricing - package com.opengamma.strata.calc.config.pricing

Configuration types for specifying how calculations should be performed.

com.opengamma.strata.calc.marketdata - package com.opengamma.strata.calc.marketdata

Market data containers used by the calculation engine.

com.opengamma.strata.calc.marketdata.config - package com.opengamma.strata.calc.marketdata.config

Configuration that specifies how market data values should be built by the market data functions.

com.opengamma.strata.calc.marketdata.function - package com.opengamma.strata.calc.marketdata.function

Contains the MarketDataBuilder interface and its implementations which are used to build the market data used in calculations.

com.opengamma.strata.calc.marketdata.mapping - package com.opengamma.strata.calc.marketdata.mapping

Types for converting market data keys to market data IDs.

com.opengamma.strata.calc.marketdata.scenario - package com.opengamma.strata.calc.marketdata.scenario

Types that define scenarios which allow perturbations to be applied to market data.

com.opengamma.strata.calc.runner - package com.opengamma.strata.calc.runner

Types used when running calculations.

com.opengamma.strata.calc.runner.function - package com.opengamma.strata.calc.runner.function

Contains the interfaces implemented by functions that perform calculations in the calculation engine.

com.opengamma.strata.calc.runner.function.result - package com.opengamma.strata.calc.runner.function.result

Types which are used as return values from calculation functions.

com.opengamma.strata.collect - package com.opengamma.strata.collect

Root package for common data structures used by Strata.

com.opengamma.strata.collect.array - package com.opengamma.strata.collect.array

Array data structures.

com.opengamma.strata.collect.function - package com.opengamma.strata.collect.function

Additional functional interfaces not supplied by Java SE 8.

com.opengamma.strata.collect.io - package com.opengamma.strata.collect.io

Provides utilities for the management of input and output.

com.opengamma.strata.collect.named - package com.opengamma.strata.collect.named

Named data structures.

com.opengamma.strata.collect.range - package com.opengamma.strata.collect.range

Range data structures.

com.opengamma.strata.collect.result - package com.opengamma.strata.collect.result

Result data structures.

com.opengamma.strata.collect.timeseries - package com.opengamma.strata.collect.timeseries

Time-series data structures.

com.opengamma.strata.collect.tuple - package com.opengamma.strata.collect.tuple

Tuple data structures.

com.opengamma.strata.collect.type - package com.opengamma.strata.collect.type

Data structures for types.

com.opengamma.strata.function - package com.opengamma.strata.function

Integration functions that combine the calculation engine with the analytic pricer.

com.opengamma.strata.function.calculation - package com.opengamma.strata.function.calculation

Base package for calculation functions.

com.opengamma.strata.function.calculation.credit - package com.opengamma.strata.function.calculation.credit

Calculation functions for credit products.

com.opengamma.strata.function.calculation.deposit - package com.opengamma.strata.function.calculation.deposit

Calculation functions for deposit products.

com.opengamma.strata.function.calculation.fra - package com.opengamma.strata.function.calculation.fra

Calculation functions for FRA products.

com.opengamma.strata.function.calculation.fx - package com.opengamma.strata.function.calculation.fx

Calculation functions for FX products.

com.opengamma.strata.function.calculation.index - package com.opengamma.strata.function.calculation.index

Calculation functions for index products.

com.opengamma.strata.function.calculation.payment - package com.opengamma.strata.function.calculation.payment

Calculation functions for payment products.

com.opengamma.strata.function.calculation.rate - package com.opengamma.strata.function.calculation.rate

Calculation functions for rate products.

com.opengamma.strata.function.calculation.security - package com.opengamma.strata.function.calculation.security

Calculation functions for futures products.

com.opengamma.strata.function.calculation.swap - package com.opengamma.strata.function.calculation.swap

Calculation functions for swap products.

com.opengamma.strata.function.calculation.swaption - package com.opengamma.strata.function.calculation.swaption

Calculation functions for swaption products.

com.opengamma.strata.function.marketdata - package com.opengamma.strata.function.marketdata

Base package for market data functions.

com.opengamma.strata.function.marketdata.curve - package com.opengamma.strata.function.marketdata.curve

Market data functions used for building curves and related market data types.

com.opengamma.strata.function.marketdata.fx - package com.opengamma.strata.function.marketdata.fx

Types for configuring and creating FX market data.

com.opengamma.strata.function.marketdata.mapping - package com.opengamma.strata.function.marketdata.mapping

Mappings between market data keys and IDs.

com.opengamma.strata.function.marketdata.scenario.curve - package com.opengamma.strata.function.marketdata.scenario.curve

Market data filters and perturbations that apply to curves and related market data types.

com.opengamma.strata.loader - package com.opengamma.strata.loader

Tools for loading data from files.

com.opengamma.strata.loader.csv - package com.opengamma.strata.loader.csv

Loader that reads market data from CSV files.

com.opengamma.strata.loader.fpml - package com.opengamma.strata.loader.fpml

Loader that can convert files to financial instruments.

com.opengamma.strata.market - package com.opengamma.strata.market

Data structures for market data.

com.opengamma.strata.market.amount - package com.opengamma.strata.market.amount

Defines representations of amounts typically used as result types.

com.opengamma.strata.market.curve - package com.opengamma.strata.market.curve

Definitions of curves.

com.opengamma.strata.market.curve.meta - package com.opengamma.strata.market.curve.meta

Curve metadata.

com.opengamma.strata.market.curve.node - package com.opengamma.strata.market.curve.node

Curve nodes.

com.opengamma.strata.market.curve.perturb - package com.opengamma.strata.market.curve.perturb

Curve perturbations.

com.opengamma.strata.market.explain - package com.opengamma.strata.market.explain

Support for explaining results.

com.opengamma.strata.market.id - package com.opengamma.strata.market.id

Package containing IDs that identify items of market data.

com.opengamma.strata.market.interpolator - package com.opengamma.strata.market.interpolator

Interpolators for interpolating in one and two dimensions.

com.opengamma.strata.market.key - package com.opengamma.strata.market.key

Package containing keys that identify items or market data.

com.opengamma.strata.market.key.scenario - package com.opengamma.strata.market.key.scenario

Keys identifying containers of market data used to hold data for multiple scenarios.

com.opengamma.strata.market.option - package com.opengamma.strata.market.option

Entity objects for options.

com.opengamma.strata.market.sensitivity - package com.opengamma.strata.market.sensitivity

Entity objects for sensitivities.

com.opengamma.strata.market.surface - package com.opengamma.strata.market.surface

Definitions of surfaces.

com.opengamma.strata.market.surface.meta - package com.opengamma.strata.market.surface.meta

Surface metadata.

com.opengamma.strata.market.value - package com.opengamma.strata.market.value

Package containing values of market data.

com.opengamma.strata.market.value.scenario - package com.opengamma.strata.market.value.scenario

Containers for multiple market data values.

com.opengamma.strata.market.view - package com.opengamma.strata.market.view

Package containing views of market data.

com.opengamma.strata.pricer - package com.opengamma.strata.pricer

Calculators for financial instruments.

com.opengamma.strata.pricer.bond - package com.opengamma.strata.pricer.bond

Calculators for bonds.

com.opengamma.strata.pricer.calibration - package com.opengamma.strata.pricer.calibration

Provides the ability to calibrate curves.

com.opengamma.strata.pricer.capfloor - package com.opengamma.strata.pricer.capfloor

com.opengamma.strata.pricer.cms - package com.opengamma.strata.pricer.cms

com.opengamma.strata.pricer.credit - package com.opengamma.strata.pricer.credit

Calculators for credit instruments, such as Credit Default Swap (CDS).

com.opengamma.strata.pricer.deposit - package com.opengamma.strata.pricer.deposit

Calculators for rate deposit instruments, such as term deposit.

com.opengamma.strata.pricer.fra - package com.opengamma.strata.pricer.fra

Calculators for Forward Rate Agreement (FRA) instruments.

com.opengamma.strata.pricer.fx - package com.opengamma.strata.pricer.fx

Calculators for FX instruments, such as FX forward and FX swap.

com.opengamma.strata.pricer.index - package com.opengamma.strata.pricer.index

Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).

com.opengamma.strata.pricer.rate - package com.opengamma.strata.pricer.rate

Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.

com.opengamma.strata.pricer.sensitivity - package com.opengamma.strata.pricer.sensitivity

Calculators for sensitivities.

com.opengamma.strata.pricer.swap - package com.opengamma.strata.pricer.swap

Calculators for interest rate swaps.

com.opengamma.strata.pricer.swaption - package com.opengamma.strata.pricer.swaption

Calculators for swaptions.

com.opengamma.strata.product - package com.opengamma.strata.product

Entity objects describing trades and products in financial markets.

com.opengamma.strata.product.bond - package com.opengamma.strata.product.bond

Entity objects describing bonds.

com.opengamma.strata.product.capfloor - package com.opengamma.strata.product.capfloor

com.opengamma.strata.product.cms - package com.opengamma.strata.product.cms

com.opengamma.strata.product.common - package com.opengamma.strata.product.common

Entity objects shared between other packages.

com.opengamma.strata.product.credit - package com.opengamma.strata.product.credit

Entity objects describing credit products.

com.opengamma.strata.product.credit.type - package com.opengamma.strata.product.credit.type

Conventions and templates to aid the construction of credit default swaps.

com.opengamma.strata.product.deposit - package com.opengamma.strata.product.deposit

Entity objects describing financial instruments representing a simple deposit with interest.

com.opengamma.strata.product.deposit.type - package com.opengamma.strata.product.deposit.type

Conventions and templates to aid the construction of deposits.

com.opengamma.strata.product.equity - package com.opengamma.strata.product.equity

Entity objects describing financial instruments based on the equity share of a company.

com.opengamma.strata.product.fra - package com.opengamma.strata.product.fra

Entity objects describing a forward rate agreement (FRA).

com.opengamma.strata.product.fra.type - package com.opengamma.strata.product.fra.type

Conventions and templates to aid the construction of FRAs.

com.opengamma.strata.product.fx - package com.opengamma.strata.product.fx

Entity objects describing financial instruments in the foreign exchange market.

com.opengamma.strata.product.fx.type - package com.opengamma.strata.product.fx.type

Conventions and templates to aid the construction of foreign exchange products.

com.opengamma.strata.product.index - package com.opengamma.strata.product.index

Entity objects describing contracts based on rate indices.

com.opengamma.strata.product.index.type - package com.opengamma.strata.product.index.type

Conventions and templates to aid the construction of rate index products.

com.opengamma.strata.product.payment - package com.opengamma.strata.product.payment

Entity objects describing simple payment financial instruments.

com.opengamma.strata.product.rate - package com.opengamma.strata.product.rate

Entity objects describing the rate-based financial instruments.

com.opengamma.strata.product.swap - package com.opengamma.strata.product.swap

Entity objects describing a swap.

com.opengamma.strata.product.swap.type - package com.opengamma.strata.product.swap.type

Conventions and templates to aid the construction of rate swaps.

com.opengamma.strata.product.swaption - package com.opengamma.strata.product.swaption

Entity objects describing options on swaps, known as swaptions.

com.opengamma.strata.report - package com.opengamma.strata.report

Reporting Framework

com.opengamma.strata.report.cashflow - package com.opengamma.strata.report.cashflow

Types for reporting and formatting cashflows.

com.opengamma.strata.report.framework.expression - package com.opengamma.strata.report.framework.expression

Provide the ability to extract data using textual expressions.

com.opengamma.strata.report.framework.format - package com.opengamma.strata.report.framework.format

Provide the ability to format calculated values.

com.opengamma.strata.report.trade - package com.opengamma.strata.report.trade

Types for reporting and formatting trades.

combine(List<MarketDataRequirements>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Merges multiple sets of requirements into a single set.

combine(DoubleArray, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance where each element is formed by some combination of the matching values in this array and the other array.

combine(DoubleMatrix, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance where each element is formed by some combination of the matching values in this matrix and the other matrix.

combine(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Combines two arrays, returning an array where each element is the combination of the two matching inputs.

combine(Iterable<? extends Result<T>>, Function<Stream<T>, R>) - Static method in class com.opengamma.strata.collect.result.Result

Takes a collection of results, checks if all of them are successes and then applies the supplied function to the successes wrapping the result in a success result.

combine(SwaptionSabrSensitivities) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities

Combines with swaption SABR sensitivities.

combineByAddition(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Combines two arrays, returning an array where each element is the sum of the two matching inputs.

combineByMultiplication(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Combines two arrays, returning an array where each element is the multiplication of the two matching inputs.

combined(ImmutableHolidayCalendar, ImmutableHolidayCalendar) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Obtains a combined holiday calendar instance.

COMBINED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The combined rate, including weighting.

combinedIniFile(String) - Static method in class com.opengamma.strata.collect.io.ResourceConfig

Returns a combined INI file formed by merging INI files with the specified name.

combinedIniFile(List<ResourceLocator>) - Static method in class com.opengamma.strata.collect.io.ResourceConfig

Returns a combined INI file formed by merging the specified INI files.

combinedWith(HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Combines this holiday calendar with another.

combinedWith(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

Combines this holiday calendar identifier with another.

combinedWith(ReferenceData) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

combinedWith(ReferenceData) - Method in interface com.opengamma.strata.basics.market.ReferenceData

Combines this reference data with another.

combinedWith(PropertySet) - Method in class com.opengamma.strata.collect.io.PropertySet

Combines this property set with another.

combinedWith(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlows

Combines this cash flows instance with another cash flow.

combinedWith(CashFlows) - Method in class com.opengamma.strata.market.amount.CashFlows

Combines this cash flows instance with another one.

combinedWith(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(CurveCurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(CurveUnitParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(CurveUnitParameterSensitivities) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(PointSensitivityBuilder) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

combinedWith(PointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Combines this point sensitivities with another instance.

combinedWith(PointSensitivityBuilder) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Combines this sensitivity with another instance.

combinedWith(SurfaceCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(SurfaceCurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(SurfaceUnitParameterSensitivity) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities

Combines this parameter sensitivities with another instance.

combinedWith(SurfaceUnitParameterSensitivities) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities

Combines this parameter sensitivities with another instance.

combineLenient(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Combines two arrays, returning an array where each element is the combination of the two matching inputs.

combineReduce(DoubleArray, DoubleTernaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray

Combines this array and the other array returning a reduced value.

combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in interface com.opengamma.strata.basics.market.MarketDataBox

Applies a function to the market data in this box and another box and returns a box containing the result.

combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

combineWith(Result<U>, BiFunction<T, U, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result

Combines this result with another result.

compareExcludingSensitivity(SurfaceCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Compares two sensitivity objects, excluding the parameter sensitivity values.

compareExcludingSensitivity(SurfaceUnitParameterSensitivity) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity

Compares two sensitivity objects, excluding the parameter sensitivity values.

compareKey(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Compares the key of two sensitivity objects, excluding the parameter sensitivity values.

compareKey(CurveUnitParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Compares the key of two sensitivity objects, excluding the parameter sensitivity values.

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

compareKey(PointSensitivity) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Compares the key of two sensitivities, excluding the point sensitivity value.

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

compareKey(SwaptionSabrSensitivity) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Compares the key of two sensitivities, excluding the sensitivity values.

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

compareTo(Currency) - Method in class com.opengamma.strata.basics.currency.Currency

Compares this currency to another.

compareTo(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Compares this currency amount to another.

compareTo(Country) - Method in class com.opengamma.strata.basics.location.Country

Compares this country to another.

compareTo(StandardId) - Method in class com.opengamma.strata.basics.market.StandardId

Compares the external identifiers, sorting alphabetically by scheme followed by value.

compareTo(SchedulePeriod) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Compares this period to another by unadjusted start date, then unadjusted end date.

compareTo(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Compares this point to another.

compareTo(DoublesPair) - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Compares the pair based on the first element followed by the second element.

compareTo(IntDoublePair) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Compares the pair based on the first element followed by the second element.

compareTo(LongDoublePair) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Compares the pair based on the first element followed by the second element.

compareTo(ObjDoublePair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Compares the pair based on the first element followed by the second element.

compareTo(ObjIntPair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Compares the pair based on the first element followed by the second element.

compareTo(Pair<A, B>) - Method in class com.opengamma.strata.collect.tuple.Pair

Compares the pair based on the first element followed by the second element.

compareTo(Triple<A, B, C>) - Method in class com.opengamma.strata.collect.tuple.Triple

Compares the triple based on the first element followed by the second element followed by the third element.

compareTo(T) - Method in class com.opengamma.strata.collect.type.TypedString

Compares this type to another.

compareTo(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlow

Compares this cash flow to another, first by date, then value.

completionStage() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

A completion stage providing asynchronous notification when the aggregate result of the calculations is available.

composedWith(MarketDataRules...) - Method in interface com.opengamma.strata.calc.config.MarketDataRules

Combines these rules with the specified rules.

composedWith(PricingRules) - Method in interface com.opengamma.strata.calc.config.pricing.PricingRules

Combines these rules with the specified rules.

CompoundedRateType - Enum in com.opengamma.strata.market.value

A compounded rate type.

COMPOUNDING - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The method of compounding.

COMPOUNDING_PER_YEAR - Static variable in class com.opengamma.strata.market.curve.CurveInfoType

Key used to access information about the number of compounding per year, as an Integer.

CompoundingMethod - Enum in com.opengamma.strata.product.swap

A convention defining how to compound interest.

compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

Sets the compounding method to use when there is more than one accrual period, defaulted to 'None'.

compoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

The meta-property for the compoundingMethod property.

compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the compounding method to use when there is more than one accrual period, default is 'None'.

compoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the compoundingMethod property.

compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.

compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the compoundingMethod property.

compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.

compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the compoundingMethod property.

compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.

compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the compoundingMethod property.

concat(double[]) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an array that combines this array and the specified array.

concat(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an array that combines this array and the specified array.

configs() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta

The meta-property for the configs property.

ConfiguredFunctionGroup - Class in com.opengamma.strata.calc.config.pricing

A container for a function group and a set of constructor arguments used when building function instances.

configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

configuredMeasures(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.pricing.FunctionGroup

Returns the set of measures configured for a calculation target.

configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule

Returns the set of measures configured for a calculation target.

configuredMeasures(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.pricing.PricingRules

Returns the set of measures that are configured for a calculation target.

ConstantNodalCurve - Class in com.opengamma.strata.market.curve

A curve based on a single constant value.

ConstantNodalCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for ConstantNodalCurve.

ConstantNodalSurface - Class in com.opengamma.strata.market.surface

A surface based on a single constant value.

ConstantNodalSurface.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for ConstantNodalSurface.

consumer(CheckedConsumer<T>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the Consumer interface.

contains(Currency) - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Checks if the currency pair contains the supplied currency as either its base or counter.

contains(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Checks if this multi-amount contains an amount for the specified currency.

contains(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Checks if this period contains the specified date.

contains(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Checks if this array contains the specified value.

contains(String) - Method in class com.opengamma.strata.collect.io.IniFile

Checks if this INI file contains the specified section.

contains(String) - Method in class com.opengamma.strata.collect.io.PropertySet

Checks if this property set contains the specified key.

contains(LocalDate) - Method in class com.opengamma.strata.collect.range.LocalDateRange

Checks if this range contains the specified date.

containsCurve(CurveName) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Checks if this info contains the specified curve.

containsDate(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Checks if this time-series contains a value for the specified date.

containsValue(MarketDataKey<?>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

containsValue(ReferenceDataId<?>) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

containsValue(MarketDataKey<?>) - Method in interface com.opengamma.strata.basics.market.MarketData

Checks if this set of data contains a value for the specified key.

containsValue(ReferenceDataId<?>) - Method in interface com.opengamma.strata.basics.market.ReferenceData

Checks if this reference data contains a value for the specified identifier.

containsValue(MarketDataId<?>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment

Checks if this set of data contains a value for the specified ID.

containsValue(MarketDataKey<?>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData

Checks if this set of data contains a value for the specified key.

containsValue(MarketDataKey<?>) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData

containsValue(MarketDataKey<?>, CalculationEnvironment) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

containsValue(MarketDataKey<?>, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings

Checks whether this set of mappings contains a mapping from the key to a piece of market data available in the calculation environment.

containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Returns true if this builder contains a value for the ID.

containsValue(MarketDataKey<?>) - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData

contractSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

The meta-property for the contractSize property.

convention(BusinessDayConvention) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

Sets the convention used to the adjust the date if it does not fall on a business day.

convention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

The meta-property for the convention property.

convention() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the convention property.

convention(IborFixingDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

Sets the underlying Ibor fixing deposit convention.

convention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

The meta-property for the convention property.

convention(TermDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

Sets the underlying term deposit convention.

convention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

The meta-property for the convention property.

convention(FraConvention) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

Sets the underlying FRA convention.

convention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

The meta-property for the convention property.

convention(FxSwapConvention) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

Sets the underlying FX Swap convention.

convention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

The meta-property for the convention property.

convention(IborFutureConvention) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

Sets the underlying futures convention.

convention() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta

The meta-property for the convention property.

convention(FixedIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

Sets the market convention of the swap.

convention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

The meta-property for the convention property.

convention(FixedOvernightSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

Sets the market convention of the swap.

convention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

The meta-property for the convention property.

convention(IborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

Sets the market convention of the swap.

convention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

The meta-property for the convention property.

convention(ThreeLegBasisSwapConvention) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

Sets the market convention of the swap.

convention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

The meta-property for the convention property.

convention(XCcyIborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

Sets the market convention of the swap.

convention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

The meta-property for the convention property.

conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the conversion factor for each bond in the basket.

conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the conversionFactors property in the builder from an array of objects.

conversionFactors() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the conversionFactors property.

conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the conversion factor for each bond in the basket.

conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the conversionFactors property in the builder from an array of objects.

conversionFactors() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the conversionFactors property.

conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the conversion factor for each bond in the basket.

conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the conversionFactors property in the builder from an array of objects.

conversionFactors() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the conversionFactors property.

convert(CurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix

Converts a CurrencyAmount into an amount in the specified currency using the rates in this matrix.

convert(MultiCurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix

Converts a MultipleCurrencyAmount into an amount in the specified currency using the rates in this matrix.

convert(double, Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate

Converts an amount in a currency to an amount in a different currency using this rate.

convertBusinessDayConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML business day convention string to a BusinessDayConvention.

convertDate(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML date to a LocalDate.

convertDayCount(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML day count string to a DayCount.

convertedTo(Currency, double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Converts this amount to an equivalent amount the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Converts this amount to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.basics.currency.FxConvertible

Converts this instance to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Converts this amount to an equivalent amount the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.Payment

Converts this payment to an equivalent payment in the specified currency.

convertedTo(Currency, CalculationMarketData) - Method in interface com.opengamma.strata.calc.runner.function.CurrencyConvertible

Returns a copy of this object with any currency amounts converted into the reporting currency.

convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.CashFlow

Converts this cash flow to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.CashFlows

Converts this collection of cash flows to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.LegAmounts

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.SwapLegAmount

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Converts the sensitivities in this instance to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Converts this sensitivity to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Converts this instance to an equivalent amount in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Converts the sensitivities in this instance to an equivalent in the specified currency.

convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Converts this sensitivity to an equivalent in the specified currency.

convertFrequency(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML frequency string to a Frequency.

convertHolidayCalendar(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML business center string to a HolidayCalendar.

convertIndexTenor(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML tenor string to a Tenor.

convertRollConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML roll convention string to a RollConvention.

convexityAdjustment(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Calculates the convexity adjustment (to the price) of the Ibor future product.

convexityFromRealYieldFiniteDifference(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the convexity from the conventional real yield using finite difference approximation.

convexityFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Computes the covexity from the standard yield.

convexityFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the convexity of the fixed coupon bond product from yield.

COP - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'COP' - Colombian Peso.

copyInto(double[], int) - Method in class com.opengamma.strata.collect.array.DoubleArray

Copies this array into the specified array.

copyOf(List<Double>) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance from a list of Double.

copyOf(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance from an array of double.

copyOf(double[], int) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance by copying part of an array.

copyOf(double[], int, int) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance by copying part of an array.

copyOf(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance from a double[][].

count() - Method in class com.opengamma.strata.collect.MapStream

counterCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

The meta-property for the counterCurrencyAmount property.

counterCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta

The meta-property for the counterCurrencyDiscountFactors property.

counterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta

The meta-property for the counterCurrencyPayment property.

counterparty() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the counterparty property.

counterparty(StandardId) - Method in class com.opengamma.strata.product.TradeInfoBuilder

Sets the counterparty identifier, optional.

countFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result

Counts how many of the results are failures.

countFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result

Counts how many of the results are failures.

Country - Class in com.opengamma.strata.basics.location

A country or territory.

coupon(double) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

Sets the coupon.

coupon() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

The meta-property for the coupon property.

coupon(double) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the coupon used to calculate fee payments.

coupon - Variable in class com.opengamma.strata.product.credit.ResolvedCds

The coupon used to calculate fee payments.

coupon() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the coupon property.

couponEquivalent(ResolvedSwapLeg, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the coupon equivalent of a swap leg.

create() - Static method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder

Returns an empty builder with a market data feed of MarketDataFeed.NONE.

create(MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder

Returns an empty builder with the specified market data feed.

createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.IborRateCalculation

createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in interface com.opengamma.strata.product.swap.RateCalculation

Creates accrual periods based on the specified schedule.

createAdjustedDates(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Creates the list of adjusted dates in the schedule.

createAggregateResult() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

Invoked to create the aggregate result when the individual calculations are complete.

createFunction(Map<String, Object>) - Method in class com.opengamma.strata.calc.config.FunctionConfig

Returns a function instance created using the specified constructor arguments.

createFunction() - Method in class com.opengamma.strata.calc.config.FunctionConfig

Returns a function instance created using the constructor arguments from the configuration.

createIsdaCreditCurve(LocalDate, IsdaCreditCurveInputs, IsdaCompliantYieldCurve, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper

createIsdaCreditCurve(LocalDate, IsdaCreditCurveInputs, NodalCurve, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper

createIsdaDiscountCurve(LocalDate, IsdaYieldCurveInputs) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.equity.EquitySecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity

createProduct(ReferenceData) - Method in interface com.opengamma.strata.product.Security

Creates the product associated with this security.

createProduct(ReferenceData) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity

createRateObservation(LocalDate, double) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Creates the rate observation where the start index value is known.

createScenarioValue(MarketDataBox<T>, int) - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataKey

Creates an instance of the scenario market data object from a box containing data of the same underlying type.

createScenarioValue(MarketDataBox<Double>, int) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

createSchedule(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Creates the schedule from the definition.

createSchedule(Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Creates the payment schedule based on the accrual schedule.

createTrade(TradeInfo, long, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

createTrade(TradeInfo, long, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

createTrade(TradeInfo, long, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

createTrade(TradeInfo, long, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Creates a trade based on this convention.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Creates a trade based on this template.

createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Creates a trade based on this convention.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Creates a trade based on this template.

createTrade(TradeInfo, long, double, ReferenceData) - Method in class com.opengamma.strata.product.equity.EquitySecurity

createTrade(LocalDate, Period, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Creates a trade based on this convention.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fra.type.FraTemplate

Creates a trade based on this template.

createTrade(LocalDate, Period, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

createTrade(LocalDate, Period, Period, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Creates a trade based on this convention.

createTrade(LocalDate, BuySell, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Creates a trade based on this template.

createTrade(TradeInfo, long, double, ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity

createTrade(TradeInfo, long, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

createTrade(TradeInfo, long, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity

createTrade(LocalDate, Period, int, long, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Creates a trade based on this convention.

createTrade(LocalDate, long, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Creates a trade based on this template.

createTrade(LocalDate, Period, int, long, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

createTrade(TradeInfo, long, double, ReferenceData) - Method in interface com.opengamma.strata.product.Security

Creates a trade based on this security.

createTrade(TradeInfo, long, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity

createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Creates a spot-starting trade based on this convention.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Creates a spot-starting trade based on this convention.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Creates a spot-starting trade based on this convention.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Creates a spot-starting trade based on this convention.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Creates a trade based on this template.

createTrade(LocalDate, Tenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Creates a spot-starting trade based on this convention.

createTrade(LocalDate, Period, Tenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Creates a forward-starting trade based on this convention.

createTrade(LocalDate, BuySell, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Creates a trade based on this template.

createUnadjustedDates() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Creates the list of unadjusted dates in the schedule.

createZeroRateSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

Obtains the underlying ZeroRateSensitivity.

createZeroRateSensitivity() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

Obtains the underlying ZeroRateSensitivity.

creditCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

The meta-property for the creditCurvePoints property.

cross(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Finds the currency pair that is a cross between this pair and the other pair.

crossRate(FxRate) - Method in class com.opengamma.strata.basics.currency.FxRate

Derives an FX rate from two related FX rates.

crossRates(FxRatesArray) - Method in class com.opengamma.strata.basics.currency.FxRatesArray

Derives a set of FX rates from these rates and another set of rates.

CS01_BUCKETED_HAZARD - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the (vector) PV change to a series of 1 bps shifts in hazard rates at each curve node.

CS01_BUCKETED_PAR - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the (vector) PV change to a series of 1 bps shifts in par credit rates at each curve node.

CS01_PARALLEL_HAZARD - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the (scalar) PV change to a 1 bps shift in hazard rates of calibrated curve.

CS01_PARALLEL_PAR - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the (scalar) PV change to a 1 bps shift in par credit spread rates.

cs01BucketedHazard(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the vector PV change to a series of 1 basis point shifts in par credit spread rates at each curve node.

cs01BucketedPar(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the vector PV change to a series of 1 basis point shifts in par credit spread rates at each curve node.

cs01ParallelHazard(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the scalar PV change to a 1 basis point shift in hazard rates.

cs01ParallelPar(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the scalar PV change to a 1 basis point shift in par credit spread rates.

CsvFile - Class in com.opengamma.strata.collect.io

A CSV file.

CsvOutput - Class in com.opengamma.strata.collect.io

Outputs a CSV formatted file.

CsvOutput(Appendable) - Constructor for class com.opengamma.strata.collect.io.CsvOutput

Creates an instance, using the system default line separator.

CsvOutput(Appendable, String) - Constructor for class com.opengamma.strata.collect.io.CsvOutput

Creates an instance, allowing the new line charactor to be controlled.

CsvRow - Class in com.opengamma.strata.collect.io

A row in a CSV file.

currencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta

The meta-property for the currencies property.

Currency - Class in com.opengamma.strata.basics.currency

A unit of currency.

currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the currency of the index.

currency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the currency of the index.

currency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

Sets the currency of the index.

currency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Sets the currency of the leg.

currency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the currency that the future is traded in.

currency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the currency that the future is traded in.

currency() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets the currency that the bond is traded in.

currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the primary currency of the payment period.

currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets the currency that the bond is traded in.

currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the currency that the bond is traded in.

currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the primary currency of the payment period.

currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets the currency that the bond is traded in.

currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

Sets the currency of the leg associated with the notional.

currency() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the primary currency of the payment period.

currency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the currency of the leg associated with the notional.

currency() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the primary currency of the payment period.

currency() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the primary currency.

currency() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

Sets the currency of the reference.

currency() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the currency of the CDS.

currency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the primary currency, defaulted to the currency of the index.

currency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

Sets the primary currency.

currency() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

Sets the primary currency.

currency() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the primary currency.

currency() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the primary currency, optional with defaulting getter.

currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

Sets the primary currency.

currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.equity.Equity.Builder

Sets the currency that the equity is traded in.

currency() - Method in class com.opengamma.strata.product.equity.Equity.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder

Sets the currency that the equity is traded in.

currency() - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the primary currency, defaulted to the currency of the index.

currency() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the primary currency.

currency() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the primary currency, optional with defaulting getter.

currency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the currency that the future is traded in, defaulted from the index if not set.

currency() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the currency that the option is traded in.

currency() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

Sets the currency that the future is traded in.

currency() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

Sets the currency of the swap leg.

currency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the currency of the swap leg associated with the notional.

currency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the currency property.

currency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the primary currency of the payment period.

currency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the leg currency.

currency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the leg currency, optional with defaulting getter.

currency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the currency property.

currency(Currency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the leg currency, optional with defaulting getter.

currency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the currency property.

CURRENCY_AMOUNT - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used for CurrencyAmount.

CURRENCY_EXPOSURE - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the currency exposure of the calculation target.

CurrencyAmount - Class in com.opengamma.strata.basics.currency

An amount of a currency.

CurrencyAmountTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against a currency amount.

CurrencyAmountTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator

currencyConvertible(boolean) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder

Sets flag indicating whether measure values should be automatically converted to the reporting currency.

currencyConvertible() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta

The meta-property for the currencyConvertible property.

CurrencyConvertible<R> - Interface in com.opengamma.strata.calc.runner.function

Provides the ability for objects to be automatically currency converted.

currencyExposure(FxForwardSensitivity) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

currencyExposure(FxIndexSensitivity) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

currencyExposure(FxForwardSensitivity) - Method in interface com.opengamma.strata.market.view.FxForwardRates

Calculates the currency exposure from the point sensitivity.

currencyExposure(FxIndexSensitivity) - Method in interface com.opengamma.strata.market.view.FxIndexRates

Calculates the currency exposure from the point sensitivity.

currencyExposure(ResolvedBondFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer

Calculates the currency exposure of the bond future trade from the current price.

currencyExposure(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer

Calculates the currency exposure of the bond future option trade.

currencyExposure(ResolvedBondFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer

Calculates the currency exposure of the bond future option trade from the current option price.

currencyExposure(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the currency exposure of the bond future trade.

currencyExposure(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the currency exposure of the bond product.

currencyExposure(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the currency exposure of the bond trade.

currencyExposure(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the currency exposure of the fixed coupon bond trade.

currencyExposure(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the currency exposure of the cap/floor product.

currencyExposure(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Calculates the currency exposure of the Ibor cap/floor trade.

currencyExposure(ResolvedCms, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer

Calculates the currency exposure of the product.

currencyExposure(ResolvedCmsTrade, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer

Calculates the currency exposure of the trade.

currencyExposure(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the currency exposure of the FRA trade.

currencyExposure(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the currency exposure of the foreign exchange vanilla option product.

currencyExposure(ResolvedFxVanillaOptionTrade, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer

Calculates the currency exposure of the foreign exchange vanilla option trade.

currencyExposure(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Computes the currency exposure by discounting each payment in its own currency.

currencyExposure(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Computes the currency exposure by discounting each payment in its own currency.

currencyExposure(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Calculates the currency exposure of the FX swap product.

currencyExposure(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the currency exposure of the Ibor future trade.

currencyExposure(PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.AbstractRatesProvider

currencyExposure(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Computes the currency exposure.

currencyExposure(ResolvedDeliverableSwapFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer

Calculates the currency exposure of the deliverable swap futures trade.

currencyExposure(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the currency exposure of the swap leg.

currencyExposure(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the currency exposure of the swap product.

currencyExposure(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the currency exposure of the swap trade.

currencyExposure(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer

Calculates the currency exposure of a single payment event.

currencyExposure(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Calculates the currency exposure of a single payment period.

currencyExposure(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer

Computes the currency exposure of the swaption trade

currencyExposure(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer

Computes the currency exposure of the swaption trade

currencyExposure(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer

Calculates the currency exposure of the swaption product.

currencyExposure(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Computes the currency exposure of the swaption trade

currencyExposure(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer

Computes the currency exposure of the swaption trade

currencyExposure(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer

Computes the currency exposure of the swaption trade

currencyExposure(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer

Computes the currency exposure of the swaption trade

currencyExposure(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer

Computes the currency exposure of the swaption trade

currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Computes the currency exposure of the swaption.

currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Computes the currency exposure of the swaption.

currencyExposureFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the currency exposure of the bond trade.

currencyExposureFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the currency exposure of the bond trade with z-spread.

currencyExposureWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the currency exposure of the bond future trade with z-spread.

currencyExposureWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the currency exposure of the bond product with z-spread.

currencyExposureWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the currency exposure of the bond trade with z-spread.

currencyExposureWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the currency exposure of the fixed coupon bond trade with z-spread.

CurrencyPair - Class in com.opengamma.strata.basics.currency

An ordered pair of currencies, such as 'EUR/USD'.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

Sets the currency pair.

currencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta

The meta-property for the currencyPair property.

currencyPair() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta

The meta-property for the currencyPair property.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

Sets the currency pair for which the volatility data are presented.

currencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta

The meta-property for the currencyPair property.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

Sets the currency pair for which the volatility data are presented.

currencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta

The meta-property for the currencyPair property.

currencyPair(CurrencyPair) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

Sets the currency pair associated with the convention.

currencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

The meta-property for the currencyPair property.

CurrencyValuesArray - Class in com.opengamma.strata.calc.runner.function.result

A currency-convertible scenario result for a single currency, holding one amount for each scenario.

CurrencyValuesArray.Meta - Class in com.opengamma.strata.calc.runner.function.result

The meta-bean for CurrencyValuesArray.

CURRENT_CASH - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the current cash of the calculation target.

currentCash(ResolvedCapitalIndexedBond, RatesProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the current cash of the bond product.

currentCash(ResolvedCapitalIndexedBondTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the current of the bond trade.

currentCash(ResolvedFixedCouponBondTrade, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the current of the fixed coupon bond trade.

currentCash(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Calculates the current cash of the cap/floor leg.

currentCash(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the current cash of the cap/floor product.

currentCash(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Calculates the current cash of the Ibor cap/floor trade.

currentCash(ResolvedCmsLeg, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer

Calculates the current cash of the leg.

currentCash(ResolvedCms, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer

Calculates the current cash of the product.

currentCash(ResolvedCmsTrade, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer

Calculates the current cash of the trade.

currentCash(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the current cash of the FRA trade.

currentCash(ResolvedFxVanillaOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer

Calculates the current of the foreign exchange vanilla option trade.

currentCash(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Calculates the current cash of the NDF product.

currentCash(ResolvedFxSingle, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Computes the current cash.

currentCash(ResolvedFxSwap, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Calculates the current cash of the FX swap product.

currentCash(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the current cash of the swap leg.

currentCash(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the current cash of the swap product.

currentCash(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the current cash of the swap trade.

currentCash(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer

Calculates the current cash of a single payment event.

currentCash(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Calculates the current cash of a single payment period.

currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer

Calculates the current of the swaption trade.

currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer

Calculates the current of the swaption trade.

currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Calculates the current of the swaption trade.

currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer

Calculates the current of the swaption trade.

currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer

Calculates the current of the swaption trade.

currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer

Calculates the current of the swaption trade.

currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer

Calculates the current of the swaption trade.

Curve - Interface in com.opengamma.strata.market.curve

A curve that maps a double x-value to a double y-value.

curve(LocalDate, CurveMetadata, DoubleArray, Map<CurveInfoType<?>, Object>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

curve(LocalDate, CurveMetadata, DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

Creates the curve from an array of parameter values.

curve(LocalDate, CurveMetadata, DoubleArray, Map<CurveInfoType<?>, Object>) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

Creates the curve from an array of parameter values.

curve() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta

The meta-property for the curve property.

curve() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta

The meta-property for the curve property.

curve(NodalCurve) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

Sets the volatility term structure.

curve() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta

The meta-property for the curve property.

CURVE_CURRENCY_PARAMETER_SENSITIVITY - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used for CurveCurrencyParameterSensitivity.

CurveCalibrator - Class in com.opengamma.strata.pricer.calibration

Curve calibrator.

curveConvention() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

The meta-property for the curveConvention property.

curveCurrency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

The meta-property for the curveCurrency property.

curveCurrency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

The meta-property for the curveCurrency property.

curveCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta

The meta-property for the curveCurrency property.

CurveCurrencyParameterSensitivities - Class in com.opengamma.strata.market.curve

Currency-based parameter sensitivity for a collection of curves.

CurveCurrencyParameterSensitivities.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveCurrencyParameterSensitivities.

CurveCurrencyParameterSensitivitiesTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against curve currency parameter sensitivities.

CurveCurrencyParameterSensitivitiesTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator

CurveCurrencyParameterSensitivity - Class in com.opengamma.strata.market.curve

Parameter sensitivity for a single curve.

CurveCurrencyParameterSensitivity.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveCurrencyParameterSensitivity.

CurveCurrencyParameterSensitivityTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Token evaluator for curve currency parameter sensitivity.

CurveCurrencyParameterSensitivityTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator

curveDefinitions() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta

The meta-property for the curveDefinitions property.

CurveExtrapolator - Interface in com.opengamma.strata.market.interpolator

Interface for extrapolators which extrapolate beyond the ends of a curve.

CurveExtrapolators - Class in com.opengamma.strata.market.interpolator

The standard set of curve extrapolators.

CurveGammaCalculator - Class in com.opengamma.strata.pricer.sensitivity

Computes the cross-gamma and related figures to the rate curves parameters for rates provider.

CurveGammaCalculator(FiniteDifferenceType, double) - Constructor for class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator

Create an instance of the finite difference calculator.

curveGroup(CurveGroupName) - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder

Adds a mapping that sets the curve group used to look up curves.

CurveGroup - Class in com.opengamma.strata.market.curve

A group of curves.

CurveGroup.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for CurveGroup.

CurveGroup.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveGroup.

CurveGroupDefinition - Class in com.opengamma.strata.market.curve

Provides the definition of how to calibrate a group of curves.

CurveGroupDefinition.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveGroupDefinition.

CurveGroupDefinitionBuilder - Class in com.opengamma.strata.market.curve

A mutable builder for creating instances of CurveGroupDefinition.

CurveGroupDefinitionBuilder() - Constructor for class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder

CurveGroupDefinitionCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of curve group definitions into memory by reading from CSV resources.

CurveGroupEntry - Class in com.opengamma.strata.market.curve

A single entry in the curve group definition.

CurveGroupEntry.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for CurveGroupEntry.

CurveGroupEntry.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveGroupEntry.

CurveGroupId - Class in com.opengamma.strata.market.id

Market data ID identifying a group of curves that are built together.

CurveGroupId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for CurveGroupId.

CurveGroupKey - Class in com.opengamma.strata.market.key

Market data key identifying a group of curves that are built together.

CurveGroupKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for CurveGroupKey.

CurveGroupMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve

Market data function that builds a curve group.

CurveGroupMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction

Creates a new function for building curve groups using the standard measures.

CurveGroupMarketDataFunction(CalibrationMeasures) - Constructor for class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction

Creates a new function for building curve groups.

curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta

The meta-property for the curveGroupName property.

curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta

The meta-property for the curveGroupName property.

curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta

The meta-property for the curveGroupName property.

curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta

The meta-property for the curveGroupName property.

CurveGroupName - Class in com.opengamma.strata.market.curve

The name of a curve group.

curveGroupName() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta

The meta-property for the curveGroupName property.

curveGroupName() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta

The meta-property for the curveGroupName property.

curveGroupName() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta

The meta-property for the curveGroupName property.

curveGroupName() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta

The meta-property for the curveGroupName property.

curveGroupName() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta

The meta-property for the curveGroupName property.

curveGroupName() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta

The meta-property for the curveGroupName property.

CurveId - Interface in com.opengamma.strata.market.id

Market data ID identifying a curve.

CurveInfoType<T> - Class in com.opengamma.strata.market.curve

The type of additional curve information.

CurveInputs - Class in com.opengamma.strata.market.curve

The input data used when calibrating a curve.

CurveInputs.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for CurveInputs.

CurveInputs.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveInputs.

CurveInputsId - Class in com.opengamma.strata.market.id

Market data ID for a set of market data used when calibrating a curve.

CurveInputsId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for CurveInputsId.

CurveInputsKey - Class in com.opengamma.strata.market.key

Market data key identifying the input data used when calibrating a curve.

CurveInputsKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for CurveInputsKey.

CurveInputsMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve

Market data function that builds the input data used when calibrating a curve.

CurveInputsMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.CurveInputsMarketDataFunction

CurveInterpolator - Interface in com.opengamma.strata.market.interpolator

Interface for interpolators that interpolate between points on a curve.

CurveInterpolators - Class in com.opengamma.strata.market.interpolator

The standard set of curve interpolators.

CurveKey - Interface in com.opengamma.strata.market.key

A market data key identifying a curve.

curveMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder

Sets the metadata for the curve.

curveMetadata() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta

The meta-property for the curveMetadata property.

CurveMetadata - Interface in com.opengamma.strata.market.curve

Metadata about a curve and curve parameters.

curveName() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta

The meta-property for the curveName property.

curveName(CurveName) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

Sets the curve name.

curveName() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta

The meta-property for the curveName property.

CurveName - Class in com.opengamma.strata.market.curve

The name of a curve.

curveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the curveName property.

curveName(CurveName) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the curve name.

curveName() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta

The meta-property for the curveName property.

curveName() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta

The meta-property for the curveName property.

CurveNameFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve

A market data filter which matches a curve by name.

CurveNameFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve

The meta-bean for CurveNameFilter.

CurveNode - Interface in com.opengamma.strata.market.curve

A node in the configuration specifying how to calibrate a curve.

CurveNodeDate - Class in com.opengamma.strata.market.curve.node

The date of the curve node.

CurveNodeDate.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for CurveNodeDate.

CurveNodeDateType - Enum in com.opengamma.strata.market.curve.node

The types of curve node date.

CurveParallelShift - Class in com.opengamma.strata.market.curve.perturb

Perturbation which applies a parallel shift to a curve.

CurveParallelShift.Meta - Class in com.opengamma.strata.market.curve.perturb

The meta-bean for CurveParallelShift.

CurveParallelShifts - Class in com.opengamma.strata.function.marketdata.curve

Perturbation which applies a parallel shift to a curve.

CurveParallelShifts.Meta - Class in com.opengamma.strata.function.marketdata.curve

The meta-bean for CurveParallelShifts.

CurveParameterMetadata - Interface in com.opengamma.strata.market.curve

Information about a parameter underlying a curve.

curveParameterSensitivity(ZeroRateSensitivity) - Method in interface com.opengamma.strata.market.view.DiscountFactors

Calculates the curve parameter sensitivity from the point sensitivity.

curveParameterSensitivity(FxForwardSensitivity) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

curveParameterSensitivity(FxIndexSensitivity) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

curveParameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

curveParameterSensitivity(OvernightRateSensitivity) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

curveParameterSensitivity(InflationRateSensitivity) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

curveParameterSensitivity(FxForwardSensitivity) - Method in interface com.opengamma.strata.market.view.FxForwardRates

Calculates the curve parameter sensitivity from the point sensitivity.

curveParameterSensitivity(FxIndexSensitivity) - Method in interface com.opengamma.strata.market.view.FxIndexRates

Calculates the curve parameter sensitivity from the point sensitivity.

curveParameterSensitivity(IborRateSensitivity) - Method in interface com.opengamma.strata.market.view.IborIndexRates

Calculates the curve parameter sensitivity from the point sensitivity.

curveParameterSensitivity(IssuerCurveZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Calculates the curve parameter sensitivity from the point sensitivity.

curveParameterSensitivity(OvernightRateSensitivity) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates

Calculates the curve parameter sensitivity from the point sensitivity.

curveParameterSensitivity(InflationRateSensitivity) - Method in interface com.opengamma.strata.market.view.PriceIndexValues

Calculates the curve parameter sensitivity from the point sensitivity.

curveParameterSensitivity(RepoCurveZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Calculates the curve parameter sensitivity from the point sensitivity.

curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

curveParameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates

curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

curveParameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.AbstractRatesProvider

curveParameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

Computes the parameter sensitivity.

curveParameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Computes the parameter sensitivity.

CurveParameterSize - Class in com.opengamma.strata.market.curve

The curve name and number of parameters.

CurveParameterSize.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveParameterSize.

CurvePointShift - Class in com.opengamma.strata.market.curve.perturb

A perturbation that applies different shifts to specific points on a curve.

CurvePointShift.Meta - Class in com.opengamma.strata.market.curve.perturb

The meta-bean for CurvePointShift.

CurvePointShiftBuilder - Class in com.opengamma.strata.market.curve.perturb

Mutable builder for building instances of CurvePointShift.

CurvePointShifts - Class in com.opengamma.strata.function.marketdata.curve

A perturbation that applies different shifts to specific points on a curve.

CurvePointShifts.Meta - Class in com.opengamma.strata.function.marketdata.curve

The meta-bean for CurvePointShifts.

CurvePointShiftsBuilder - Class in com.opengamma.strata.function.marketdata.curve

Mutable builder for building instances of CurvePointShifts.

Curves - Class in com.opengamma.strata.market.curve

Helper for creating common types of curves.

CurveUnitParameterSensitivities - Class in com.opengamma.strata.market.curve

Unit parameter sensitivity for a collection of curves.

CurveUnitParameterSensitivities.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveUnitParameterSensitivities.

CurveUnitParameterSensitivity - Class in com.opengamma.strata.market.curve

Unit parameter sensitivity for a single curve.

CurveUnitParameterSensitivity.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for CurveUnitParameterSensitivity.

CZ - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'CZ' - Czech Republic.

CZK - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'CZK' - Czeck Krona.

D

data(MarketDataKey<T>) - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets market data of a specific type.

data(MarketDataKey<T>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

data(MarketDataKey<T>) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider

data(Table<Integer, Integer, Object>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the cashflow data table.

data() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

The meta-property for the data property.

data(Table<Integer, Integer, Result<?>>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the calculation results.

data() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

The meta-property for the data property.

date(LocalDate) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

Sets the date that the payment is made.

date() - Method in class com.opengamma.strata.basics.currency.Payment.Meta

The meta-property for the date property.

date(LocalDate) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

Sets the date of the schedule period boundary at which the change occurs.

date() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the date property.

date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the method by which the date of the node is calculated, defaulted to 'End'.

date() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

The meta-property for the date property.

date() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta

The meta-property for the date property.

date(AdjustableDate) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

Sets the date that the payment is made.

date() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

The meta-property for the date property.

DateAdjuster - Interface in com.opengamma.strata.basics.date

Functional interface that can adjust a date.

DateAdjusters - Class in com.opengamma.strata.basics.date

Date adjusters that perform useful operations on LocalDate.

DatedCurveParameterMetadata - Interface in com.opengamma.strata.market.curve

Curve parameter metadata that specifies a date.

dates() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Returns a stream over the dates of this time-series.

DateSequence - Interface in com.opengamma.strata.basics.date

A series of dates identified by name.

dateSequence(DateSequence) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Sets the sequence of dates that the future is based on.

dateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

The meta-property for the dateSequence property.

DateSequences - Class in com.opengamma.strata.basics.date

Constants and implementations for standard date sequences.

DAY_1 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day1' roll convention which adjusts the date to day-of-month 1.

DAY_10 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day10' roll convention which adjusts the date to day-of-month 10.

DAY_11 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day11' roll convention which adjusts the date to day-of-month 11.

DAY_12 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day12' roll convention which adjusts the date to day-of-month 12.

DAY_13 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day13' roll convention which adjusts the date to day-of-month 13

DAY_14 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day14' roll convention which adjusts the date to day-of-month 14.

DAY_15 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day15' roll convention which adjusts the date to day-of-month 15.

DAY_16 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day16' roll convention which adjusts the date to day-of-month 16.

DAY_17 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day17' roll convention which adjusts the date to day-of-month 17.

DAY_18 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day18' roll convention which adjusts the date to day-of-month 18.

DAY_19 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day19' roll convention which adjusts the date to day-of-month 19.

DAY_2 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day2' roll convention which adjusts the date to day-of-month 2.

DAY_20 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day20' roll convention which adjusts the date to day-of-month 20.

DAY_21 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day21' roll convention which adjusts the date to day-of-month 21.

DAY_22 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day22' roll convention which adjusts the date to day-of-month 22.

DAY_23 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day23' roll convention which adjusts the date to day-of-month 23.

DAY_24 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day24' roll convention which adjusts the date to day-of-month 24.

DAY_25 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day25' roll convention which adjusts the date to day-of-month 25.

DAY_26 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day26' roll convention which adjusts the date to day-of-month 26.

DAY_27 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day27' roll convention which adjusts the date to day-of-month 27.

DAY_28 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day28' roll convention which adjusts the date to day-of-month 28.

DAY_29 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day29' roll convention which adjusts the date to day-of-month 29.

DAY_3 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day3' roll convention which adjusts the date to day-of-month 3.

DAY_30 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day30' roll convention which adjusts the date to day-of-month 30.

DAY_4 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day4' roll convention which adjusts the date to day-of-month 4.

DAY_5 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day5' roll convention which adjusts the date to day-of-month 5.

DAY_6 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day6' roll convention which adjusts the date to day-of-month 6.

DAY_7 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day7' roll convention which adjusts the date to day-of-month 7.

DAY_8 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day8' roll convention which adjusts the date to day-of-month 8.

DAY_9 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'Day9' roll convention which adjusts the date to day-of-month 9.

DAY_COUNT - Static variable in class com.opengamma.strata.market.curve.CurveInfoType

Key used to access information about the DayCount.

DAY_FRI - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DayFri' roll convention which adjusts the date to be Friday.

DAY_MON - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DayMon' roll convention which adjusts the date to be Monday.

DAY_SAT - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DaySat' roll convention which adjusts the date to be Saturday.

DAY_SUN - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DaySun' roll convention which adjusts the date to be Sunday.

DAY_THU - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DayThu' roll convention which adjusts the date to be Thursday.

DAY_TUE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DayTue' roll convention which adjusts the date to be Tuesday.

DAY_WED - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'DayWed' roll convention which adjusts the date to be Wednesday.

DayCount - Interface in com.opengamma.strata.basics.date

A convention defining how to calculate fractions of a year.

dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the day count.

dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the day count, optional.

dayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

Sets the day count, optional.

dayCount() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

Sets the day count applicable to the model.

dayCount() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

Sets the day count applicable to the model.

dayCount() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

Sets the day count applicable to the model.

dayCount() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

Sets the day count applicable to the model.

dayCount() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

The meta-property for the dayCount property.

dayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets the day count convention applicable.

dayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets the day count convention applicable.

dayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the day count convention applicable.

dayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets the day count convention applicable.

dayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the day count convention applicable.

dayCount() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the day count convention applicable.

dayCount() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the day count of the period.

dayCount() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the day count convention applicable, defaulted to the day count of the index.

dayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the day count convention applicable, optional with defaulting getter.

dayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the day count convention applicable, defaulted to the day count of the index.

dayCount() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the day count convention applicable, optional with defaulting getter.

dayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the day count convention.

dayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the day count convention applicable.

dayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the day count convention applicable, optional with defaulting getter.

dayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the dayCount property.

dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the day count convention applicable, optional with defaulting getter.

dayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the dayCount property.

DayCount.ScheduleInfo - Interface in com.opengamma.strata.basics.date

Information about the schedule necessary to calculate the day count.

DayCounts - Class in com.opengamma.strata.basics.date

Constants and implementations for standard day count conventions.

days(int) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

Sets the number of days to be added.

days() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

The meta-property for the days property.

DaysAdjustment - Class in com.opengamma.strata.basics.date

An adjustment that alters a date by adding a period of days.

DaysAdjustment.Builder - Class in com.opengamma.strata.basics.date

The bean-builder for DaysAdjustment.

DaysAdjustment.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for DaysAdjustment.

daysBetween(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Calculates the number of business days between two dates.

daysBetween(LocalDateRange) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Calculates the number of business days in a date range.

DE - Static variable in class com.opengamma.strata.basics.location.Country

The country 'DE' - Germany.

decimalPlaces() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta

The meta-property for the decimalPlaces property.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorLegPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorLegPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Default implementation

DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator

The default instance.

DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Default implementation.

DEFAULT - Static variable in class com.opengamma.strata.product.swaption.PhysicalSettlement

Default instance.

DEFAULT_ABSOLUTE_TOLERANCE - Static variable in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

The default absolute tolerance for the root finder.

DEFAULT_MAXIMUM_STEPS - Static variable in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

The default maximum number of steps for the root finder.

DEFAULT_RELATIVE_TOLERANCE - Static variable in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

The default relative tolerance for the root finder.

DefaultCalculationMarketData - Class in com.opengamma.strata.calc.marketdata

A source of market data used for a calculation across multiple scenarios.

defaultConfigs() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta

The meta-property for the defaultConfigs property.

DefaultCurveMetadata - Class in com.opengamma.strata.market.curve

Default metadata for a curve.

DefaultCurveMetadata.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for DefaultCurveMetadata.

DefaultCurveMetadataBuilder - Class in com.opengamma.strata.market.curve

Builder for curve metadata.

DefaultFunctionGroup<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing

Default implementation of FunctionGroup.

DefaultFunctionGroup.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing

The meta-bean for DefaultFunctionGroup.

DefaultFunctionGroupBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing

A mutable builder for building instances of DefaultFunctionGroup.

DefaultMarketDataFactory - Class in com.opengamma.strata.calc.marketdata

Co-ordinates building of market data.

DefaultMarketDataFactory(TimeSeriesProvider, ObservableMarketDataFunction, FeedIdMapping, MarketDataFunction<?, ?>...) - Constructor for class com.opengamma.strata.calc.marketdata.DefaultMarketDataFactory

Creates a new factory.

DefaultMarketDataFactory(TimeSeriesProvider, ObservableMarketDataFunction, FeedIdMapping, List<MarketDataFunction<?, ?>>) - Constructor for class com.opengamma.strata.calc.marketdata.DefaultMarketDataFactory

Creates a new factory.

DefaultMarketDataMappings - Class in com.opengamma.strata.calc.marketdata.mapping

Market data mappings specify which market data from the global set of data should be used for a particular calculation.

DefaultMarketDataMappings.Builder - Class in com.opengamma.strata.calc.marketdata.mapping

The bean-builder for DefaultMarketDataMappings.

DefaultMarketDataMappings.Meta - Class in com.opengamma.strata.calc.marketdata.mapping

The meta-bean for DefaultMarketDataMappings.

DefaultPricingRules - Class in com.opengamma.strata.calc.config.pricing

Pricing rules that combine a list of individual rules.

DefaultPricingRules.Meta - Class in com.opengamma.strata.calc.config.pricing

The meta-bean for DefaultPricingRules.

DefaultScenarioResult<T> - Class in com.opengamma.strata.calc.runner.function.result

A scenario result holding one value for each scenario.

DefaultScenarioResult.Meta<T> - Class in com.opengamma.strata.calc.runner.function.result

The meta-bean for DefaultScenarioResult.

DefaultSurfaceMetadata - Class in com.opengamma.strata.market.surface

Default metadata for a surface.

DefaultSurfaceMetadata.Builder - Class in com.opengamma.strata.market.surface

The bean-builder for DefaultSurfaceMetadata.

DefaultSurfaceMetadata.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for DefaultSurfaceMetadata.

DeliverableSwapFuture - Class in com.opengamma.strata.product.swap

A deliverable swap futures contract.

DeliverableSwapFuture.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for DeliverableSwapFuture.

DeliverableSwapFuture.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for DeliverableSwapFuture.

DeliverableSwapFutureCalculationFunction - Class in com.opengamma.strata.function.calculation.swap

Perform calculations on a single DeliverableSwapFutureTrade for each of a set of scenarios.

DeliverableSwapFutureCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.DeliverableSwapFutureCalculationFunction

Creates an instance.

DeliverableSwapFutureFunctionGroups - Class in com.opengamma.strata.function.calculation.swap

Contains function groups for built-in Deliverable Swap Future calculation functions.

DeliverableSwapFutureSecurity - Class in com.opengamma.strata.product.swap

A security representing a deliverable swap futures security.

DeliverableSwapFutureSecurity.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for DeliverableSwapFutureSecurity.

DeliverableSwapFutureSecurity.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for DeliverableSwapFutureSecurity.

DeliverableSwapFutureTrade - Class in com.opengamma.strata.product.swap

A trade representing a futures contract based on an interest rate swap.

DeliverableSwapFutureTrade.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for DeliverableSwapFutureTrade.

DeliverableSwapFutureTrade.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for DeliverableSwapFutureTrade.

deliveryBasket(List<FixedCouponBond>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the basket of deliverable bonds.

deliveryBasket(FixedCouponBond...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the deliveryBasket property in the builder from an array of objects.

deliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the deliveryBasket property.

deliveryBasket(List<ResolvedFixedCouponBond>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the basket of deliverable bonds.

deliveryBasket(ResolvedFixedCouponBond...) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the deliveryBasket property in the builder from an array of objects.

deliveryBasket() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the deliveryBasket property.

deliveryBasketIds(List<SecurityId>) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the basket of deliverable bonds.

deliveryBasketIds(SecurityId...) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the deliveryBasketIds property in the builder from an array of objects.

deliveryBasketIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the deliveryBasketIds property.

deliveryDate(LocalDate) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

Sets the delivery date.

deliveryDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

The meta-property for the deliveryDate property.

deliveryDate(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder

Sets the delivery date.

deliveryDate() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta

The meta-property for the deliveryDate property.

DELTA - Static variable in class com.opengamma.strata.market.option.StrikeType

The type of a strike based on absolute delta.

delta(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the delta of the foreign exchange vanilla option product.

delta() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta

The meta-property for the delta property.

deltaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the delta of the bond future option product.

deltaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the delta of the bond future option product based on the price of the underlying future.

deltaStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the delta of the Ibor future option product.

deltaStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the delta of the Ibor future option product based on the price of the underlying future.

DeltaStrike - Class in com.opengamma.strata.market.option

A strike based on absolute delta.

DeltaStrike.Meta - Class in com.opengamma.strata.market.option

The meta-bean for DeltaStrike.

depositPeriod(Period) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

Sets the period between the start date and the end date.

depositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

The meta-property for the depositPeriod property.

depositPeriod(Period) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

Sets the period between the start date and the end date.

depositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

The meta-property for the depositPeriod property.

derivative(ResolvedTrade, RatesProvider, List<CurveParameterSize>) - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures

Calculates the sensitivity with respect to the rates provider.

DESCRIPTION - Static variable in class com.opengamma.strata.product.TradeAttributeType

Key used to access the description of the trade.

detachmentDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the detachment date.

detachmentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the detachmentDate property.

detachmentDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the detachment date.

detachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the detachmentDate property.

diagonal(DoubleArray) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains a diagonal matrix from the specified array.

dimensions() - Method in class com.opengamma.strata.collect.array.DoubleArray

Gets the number of dimensions of this array.

dimensions() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the number of dimensions of this matrix.

dimensions() - Method in interface com.opengamma.strata.collect.array.Matrix

Gets the number of dimensions of the matrix.

dirtyNominalPriceFromCleanNominalPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the dirty nominal price of the bond from its settlement date and clean nominal price.

dirtyNominalPriceFromCurves(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the dirty price of the bond security.

dirtyNominalPriceFromCurvesWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the dirty price of the bond security with z-spread.

dirtyNominalPriceSensitivity(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the dirty price sensitivity of the bond security.

dirtyNominalPriceSensitivityWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the dirty price sensitivity of the bond security with z-spread.

dirtyPriceFromCleanPrice(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond from its settlement date and clean price.

dirtyPriceFromCurves(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond.

dirtyPriceFromCurves(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond under the specified settlement date.

dirtyPriceFromCurvesWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond with z-spread.

dirtyPriceFromCurvesWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond under the specified settlement date with z-spread.

dirtyPriceFromRealYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Computes the dirty price from the conventional real yield.

dirtyPriceFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Computes the dirty price from the standard yield.

dirtyPriceFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price of the fixed coupon bond from yield.

dirtyPriceSensitivity(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price sensitivity of the fixed coupon bond product.

dirtyPriceSensitivityWithZspread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the dirty price sensitivity of the fixed coupon bond with z-spread.

dirtyRealPriceFromCleanRealPrice(ResolvedCapitalIndexedBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the dirty real price of the bond from its settlement date and clean real price.

DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The discount factor, typically derived from a curve.

DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a discount factor - 'DiscountFactor'.

discountCurrencies(Set<Currency>) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

Sets the currencies for which the curve provides discount rates.

discountCurrencies(Currency...) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

Sets the discountCurrencies property in the builder from an array of objects.

discountCurrencies() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta

The meta-property for the discountCurrencies property.

discountCurve(Currency, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds a discount curve to the provider.

DiscountCurveId - Class in com.opengamma.strata.market.id

Market data ID identifying the discount curve for a currency.

DiscountCurveId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for DiscountCurveId.

DiscountCurveKey - Class in com.opengamma.strata.market.key

Market data key identifying the discount curve for a currency.

DiscountCurveKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for DiscountCurveKey.

DiscountCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping

Market data mapping that accepts a DiscountCurveKey and returns a DiscountCurveId with the name of the curve group that is the source of the curve.

DiscountCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping

The meta-bean for DiscountCurveMapping.

DiscountCurveMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve

Market data function that locates a discount factors curve.

DiscountCurveMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.DiscountCurveMarketDataFunction

discountCurves(Map<Currency, Curve>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

Sets the discount curves in the group, keyed by currency.

discountCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta

The meta-property for the discountCurves property.

discountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

The meta-property for the discountCurves property.

discountCurves(Map<Currency, ? extends Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds discount curves to the provider.

discountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

The meta-property for the discountFactor property.

discountFactor(LocalDate) - Method in interface com.opengamma.strata.market.view.DiscountFactors

Gets the discount factor.

discountFactor(LocalDate) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Gets the discount factor.

discountFactor(LocalDate) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Gets the discount factor.

discountFactor(LocalDate) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

discountFactor(LocalDate) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

discountFactor(LocalDate) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

discountFactor(Currency, LocalDate) - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the discount factor applicable for a currency.

discountFactors(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing discount factors.

discountFactors(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing discount factors.

discountFactors(CurveName, DayCount, List<? extends CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing discount factors.

discountFactors(Currency) - Static method in class com.opengamma.strata.market.key.MarketDataKeys

Returns a market data key for discount factors.

DiscountFactors - Interface in com.opengamma.strata.market.view

Provides access to discount factors for a single currency.

discountFactors() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta

The meta-property for the discountFactors property.

discountFactors() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta

The meta-property for the discountFactors property.

discountFactors() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta

The meta-property for the discountFactors property.

discountFactors() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta

The meta-property for the discountFactors property.

discountFactors(Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the discount factors for a currency.

discountFactors(Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

discountFactors(Currency) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider

discountFactorWithSpread(LocalDate, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.market.view.DiscountFactors

Gets the discount factor with z-spread.

discountFactorWithSpread(LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

discountFactorWithSpread(LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

discountFactorWithSpread(LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

DiscountFxForwardRates - Class in com.opengamma.strata.market.view

Provides access to discount factors for currencies.

DiscountFxForwardRates.Meta - Class in com.opengamma.strata.market.view

The meta-bean for DiscountFxForwardRates.

DiscountFxIndexRates - Class in com.opengamma.strata.market.view

Provides access to discount factors for a currency.

DiscountFxIndexRates.Meta - Class in com.opengamma.strata.market.view

The meta-bean for DiscountFxIndexRates.

DiscountIborIndexRates - Class in com.opengamma.strata.market.view

An Ibor index curve providing rates from discount factors.

DiscountIborIndexRates.Meta - Class in com.opengamma.strata.market.view

The meta-bean for DiscountIborIndexRates.

discounting() - Static method in class com.opengamma.strata.function.calculation.credit.CdsFunctionGroups

Obtains the function group providing all built-in measures on CDS trades, using the standard discounting calculation method.

discounting() - Static method in class com.opengamma.strata.function.calculation.deposit.TermDepositFunctionGroups

Obtains the function group providing all built-in measures on Term Deposit trades, using the standard discounting calculation method.

discounting() - Static method in class com.opengamma.strata.function.calculation.fra.FraFunctionGroups

Obtains the function group providing all built-in measures on FRA trades, using the standard discounting calculation method.

discounting() - Static method in class com.opengamma.strata.function.calculation.fx.FxNdfFunctionGroups

Obtains the function group providing all built-in measures on FX NDF trades, using the standard discounting calculation method.

discounting() - Static method in class com.opengamma.strata.function.calculation.fx.FxSingleFunctionGroups

Obtains the function group providing all built-in measures on FX trades, using the standard discounting calculation method.

discounting() - Static method in class com.opengamma.strata.function.calculation.fx.FxSwapFunctionGroups

Obtains the function group providing all built-in measures on FX swap trades, using the standard discounting calculation method.

discounting() - Static method in class com.opengamma.strata.function.calculation.index.IborFutureFunctionGroups

Obtains the function group providing all built-in measures on the trades, using the standard discounting calculation method.

discounting() - Static method in class com.opengamma.strata.function.calculation.payment.BulletPaymentFunctionGroups

Obtains the function group providing all built-in measures on FRA trades, using the standard discounting calculation method.

discounting() - Static method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFutureFunctionGroups

Obtains the function group providing all built-in measures on the trades, using the standard discounting calculation method.

discounting() - Static method in class com.opengamma.strata.function.calculation.swap.SwapFunctionGroups

Obtains the function group providing all built-in measures on Swap trades, using the standard discounting calculation method.

discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.

discounting() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the discounting property.

discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the method to use for discounting.

discounting() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the discounting property.

discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the method to use for discounting, optional with defaulting getter.

discounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the discounting property.

DiscountingBondFutureProductPricer - Class in com.opengamma.strata.pricer.bond

Pricer for for bond future products.

DiscountingBondFutureProductPricer(DiscountingFixedCouponBondProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer

Creates an instance.

DiscountingBondFutureTradePricer - Class in com.opengamma.strata.pricer.bond

Pricer implementation for bond future trades.

DiscountingBondFutureTradePricer(DiscountingBondFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Creates an instance.

DiscountingCapitalIndexedBondProductPricer - Class in com.opengamma.strata.pricer.bond

Pricer for capital indexed bond products.

DiscountingCapitalIndexedBondProductPricer(DiscountingCapitalIndexedBondPaymentPeriodPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Creates an instance.

DiscountingCapitalIndexedBondTradePricer - Class in com.opengamma.strata.pricer.bond

Pricer for for capital index bond trades.

DiscountingCapitalIndexedBondTradePricer(DiscountingCapitalIndexedBondProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Creates an instance.

DiscountingDeliverableSwapFutureProductPricer - Class in com.opengamma.strata.pricer.swap

Pricer for for deliverable swap futures.

DiscountingDeliverableSwapFutureProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureProductPricer

Creates an instance.

DiscountingDeliverableSwapFutureTradePricer - Class in com.opengamma.strata.pricer.swap

Pricer implementation for deliverable swap futures.

DiscountingDeliverableSwapFutureTradePricer(DiscountingDeliverableSwapFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer

Creates an instance.

DiscountingFixedCouponBondProductPricer - Class in com.opengamma.strata.pricer.bond

Pricer for for rate fixed coupon bond products.

DiscountingFixedCouponBondProductPricer(DiscountingFixedCouponBondPaymentPeriodPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Creates an instance.

DiscountingFixedCouponBondTradePricer - Class in com.opengamma.strata.pricer.bond

Pricer for for rate fixed coupon bond trades.

DiscountingFixedCouponBondTradePricer(DiscountingFixedCouponBondProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Creates an instance.

DiscountingFraProductPricer - Class in com.opengamma.strata.pricer.fra

Pricer for for forward rate agreement (FRA) products.

DiscountingFraProductPricer(RateObservationFn<RateObservation>) - Constructor for class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Creates an instance.

DiscountingFraTradePricer - Class in com.opengamma.strata.pricer.fra

Pricer for for forward rate agreement (FRA) trades.

DiscountingFraTradePricer(DiscountingFraProductPricer) - Constructor for class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Creates an instance.

DiscountingFxNdfProductPricer - Class in com.opengamma.strata.pricer.fx

Pricer for FX non-deliverable forward (NDF) products.

DiscountingFxNdfProductPricer() - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Creates an instance.

DiscountingFxSingleProductPricer - Class in com.opengamma.strata.pricer.fx

Pricer for foreign exchange transaction products.

DiscountingFxSingleProductPricer(DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Creates an instance.

DiscountingFxSwapProductPricer - Class in com.opengamma.strata.pricer.fx

Pricer for foreign exchange swap transaction products.

DiscountingFxSwapProductPricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Creates an instance.

DiscountingIborFixingDepositProductPricer - Class in com.opengamma.strata.pricer.deposit

The methods associated to the pricing of Ibor fixing deposit by discounting.

DiscountingIborFixingDepositProductPricer() - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Creates an instance.

DiscountingIborFixingDepositTradePricer - Class in com.opengamma.strata.pricer.deposit

The methods associated to the pricing of Ibor fixing deposit trades by discounting.

DiscountingIborFixingDepositTradePricer(DiscountingIborFixingDepositProductPricer) - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Creates an instance.

DiscountingIborFutureProductPricer - Class in com.opengamma.strata.pricer.index

Pricer for for Ibor future products.

DiscountingIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer

Creates an instance.

DiscountingIborFutureTradePricer - Class in com.opengamma.strata.pricer.index

Pricer implementation for Ibor future trades.

DiscountingIborFutureTradePricer(DiscountingIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Creates an instance.

DiscountingPaymentPricer - Class in com.opengamma.strata.pricer

Pricer for simple payments.

DiscountingPaymentPricer() - Constructor for class com.opengamma.strata.pricer.DiscountingPaymentPricer

Creates an instance.

DiscountingSwapLegPricer - Class in com.opengamma.strata.pricer.swap

Pricer for for rate swap legs.

DiscountingSwapLegPricer(PaymentPeriodPricer<PaymentPeriod>, PaymentEventPricer<PaymentEvent>) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Creates an instance.

DiscountingSwapProductPricer - Class in com.opengamma.strata.pricer.swap

Pricer for for rate swap products.

DiscountingSwapProductPricer(DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Creates an instance.

DiscountingSwapTradePricer - Class in com.opengamma.strata.pricer.swap

Pricer for for rate swap trades.

DiscountingSwapTradePricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Creates an instance.

DiscountingTermDepositProductPricer - Class in com.opengamma.strata.pricer.deposit

The methods associated to the pricing of term deposit by discounting.

DiscountingTermDepositProductPricer() - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Creates an instance.

DiscountOvernightIndexRates - Class in com.opengamma.strata.market.view

An Overnight index curve providing rates from discount factors.

DiscountOvernightIndexRates.Meta - Class in com.opengamma.strata.market.view

The meta-bean for DiscountOvernightIndexRates.

distinct() - Method in class com.opengamma.strata.collect.MapStream

dividedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with each value divided by the specified divisor.

dividedBy(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance where each element is calculated by dividing values in this array by values in the other array.

DK - Static variable in class com.opengamma.strata.basics.location.Country

The country 'DK' - Denmark.

DKK - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'DKK' - Danish Krone.

DOUBLE - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used for double.

DOUBLE_ARRAY - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used for double[].

DOUBLE_QUADRATIC - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators

Double quadratic interpolator.

DoubleArray - Class in com.opengamma.strata.collect.array

An immutable array of double values.

DoubleArrayMath - Class in com.opengamma.strata.collect

Contains utility methods for maths on double arrays.

DoubleMatrix - Class in com.opengamma.strata.collect.array

An immutable two-dimensional array of double values.

DoubleMatrix.Meta - Class in com.opengamma.strata.collect.array

The meta-bean for DoubleMatrix.

DoublesPair - Class in com.opengamma.strata.collect.tuple

An immutable pair consisting of two double elements.

DoublesPair.Meta - Class in com.opengamma.strata.collect.tuple

The meta-bean for DoublesPair.

DoubleTernaryOperator - Interface in com.opengamma.strata.collect.function

A function of three arguments that returns a value.

duplicateResult(Measure, Measure, Map<Measure, Result<?>>) - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils

Checks if a map of results contains a value for a key, and if it does inserts it into the map for a different key.

E

effectiveDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

The meta-property for the effectiveDate property.

effectiveDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

Sets the effective date of the investment implied by the fixing date.

effectiveDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

The meta-property for the effectiveDate property.

effectiveDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the adjustment applied to the fixing date to obtain the effective date.

effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the effectiveDateOffset property.

effectiveDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the number of days to add to the fixing date to obtain the effective date.

effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the effectiveDateOffset property.

EG - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'EG' - Egypt.

EGP - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'EGP' - Egyptian Pound.

elements() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.Pair

Gets the elements from this pair as a list.

elements() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the elements from this triple as a list.

elements() - Method in interface com.opengamma.strata.collect.tuple.Tuple

Gets the elements from this tuple as a list.

empty() - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Obtains an empty FX matrix.

empty() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Obtains an empty MultiCurrencyAmount.

empty() - Static method in class com.opengamma.strata.basics.market.ImmutableReferenceData

Obtains an instance containing no reference data.

empty() - Static method in interface com.opengamma.strata.basics.market.MarketDataBox

Obtains an instance containing no market data.

empty() - Static method in interface com.opengamma.strata.basics.market.ReferenceData

Obtains an instance containing no reference data.

empty() - Static method in interface com.opengamma.strata.calc.config.MarketDataRules

Returns an empty set of rules.

empty() - Static method in interface com.opengamma.strata.calc.config.pricing.PricingRules

Returns an empty set of rules.

empty() - Static method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment

Returns a CalculationEnvironment containing no data.

empty() - Static method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

Returns an empty set of market data configuration.

empty() - Static method in interface com.opengamma.strata.calc.marketdata.function.TimeSeriesProvider

Returns a time-series provider that returns an empty time series for any ID.

empty() - Static method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

Returns an empty set of requirements.

empty() - Static method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings

Returns an empty set of market data mappings containing no mappers.

empty() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Obtains an instance specifying that no market data is required.

empty() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Returns an empty set of market data.

empty(LocalDate) - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Returns an empty set of market data with a known valuation data.

empty() - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

Returns an empty scenario definition.

EMPTY - Static variable in class com.opengamma.strata.collect.array.DoubleArray

An empty array.

EMPTY - Static variable in class com.opengamma.strata.collect.array.DoubleMatrix

An empty array.

empty() - Static method in class com.opengamma.strata.collect.io.PropertySet

Obtains an empty property set.

empty() - Static method in class com.opengamma.strata.collect.MapStream

Returns an empty map stream.

empty() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Returns an empty time-series.

empty() - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

An empty sensitivity instance.

empty() - Static method in interface com.opengamma.strata.market.curve.CurveParameterMetadata

Gets an empty metadata instance.

empty() - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

An empty sensitivity instance.

empty() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities

An empty sensitivity instance.

empty() - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities

Obtains an empty instance.

empty() - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

An empty sensitivity instance.

empty() - Static method in interface com.opengamma.strata.market.surface.SurfaceParameterMetadata

Gets an empty metadata instance.

empty() - Static method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities

An empty sensitivity instance.

EMPTY - Static variable in class com.opengamma.strata.product.TradeInfo

An empty instance of TradeInfo.

EMPTY_DOUBLE_ARRAY - Static variable in class com.opengamma.strata.collect.DoubleArrayMath

An empty double array.

EMPTY_DOUBLE_OBJECT_ARRAY - Static variable in class com.opengamma.strata.collect.DoubleArrayMath

An empty Double array.

EmptySurfaceParameterMetadata - Class in com.opengamma.strata.market.surface

Surface node metadata used when there is no applicable metadata.

EmptySurfaceParameterMetadata.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for EmptySurfaceParameterMetadata.

encloses(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange

Checks if this range contains all dates in the specified range.

encodeScheme(String) - Static method in class com.opengamma.strata.basics.market.StandardId

Encode a string suitable for use as the scheme.

END - Static variable in class com.opengamma.strata.market.curve.node.CurveNodeDate

An instance defining the curve node date as the end date of the trade.

END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The accrual end date, adjusted to be a valid business day if necessary.

endDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the end date, which is the end of the last schedule period.

endDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

Sets the end date of this period, used for financial calculations such as interest accrual.

endDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the end date of the payment period.

endDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the end date of the payment period.

endDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the end date of the payment period.

endDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the end date of the payment period.

endDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the scheduled date on which the credit protection will lapse.

endDate() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the date that the contract expires and protection ends.

endDate - Variable in class com.opengamma.strata.product.credit.ResolvedCds

The date that the contract expires and protection ends.

endDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the end date of the deposit.

endDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

Sets the end date of the deposit.

endDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

Sets the end date of the deposit.

endDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the end date of the deposit.

endDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the end date, which is the termination date of the FRA.

endDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the end date, which is the termination date of the FRA.

endDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

Sets the fixing date associated with the end date of the accrual period.

endDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

Sets the fixing date associated with the end date of the accrual period.

endDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

Sets the end date of the payment period.

endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the endDate property.

endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the end date of the accrual period.

endDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

The meta-property for the endDate property.

endDate() - Method in class com.opengamma.strata.product.swap.Swap.Meta

The meta-property for the endDate property.

endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional business day adjustment to apply to the end date.

endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the endDateBusinessDayAdjustment property.

endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the end date, optional with defaulting getter.

endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the endDateBusinessDayAdjustment property.

endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the end date, optional with defaulting getter.

endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the endDateBusinessDayAdjustment property.

endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the end date, optional with defaulting getter.

endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the endDateBusinessDayAdjustment property.

endDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

The meta-property for the endDatePoints property.

endDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

The meta-property for the endDatePoints property.

endExclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta

The meta-property for the endExclusive property.

endObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta

The meta-property for the endObservation property.

endObservation() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta

The meta-property for the endObservation property.

endObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

The meta-property for the endObservation property.

endObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta

The meta-property for the endObservation property.

endSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta

The meta-property for the endSecondObservation property.

endSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

The meta-property for the endSecondObservation property.

ensureOnlyOne() - Static method in class com.opengamma.strata.collect.Guavate

Reducer used in a stream to ensure there is no more than one matching element.

entries() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta

The meta-property for the entries property.

entriesToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Creates a Collector that allows a Map.Entry of currency pair to rate to be streamed and collected into a new FxMatrix.

entriesToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable map from a stream containing map entries.

ENTRY_INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The index of this entry within the parent.

ENTRY_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The type of this entry.

EOM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'EOM' roll convention which adjusts the date to the end of the month.

equals(Object) - Method in class com.opengamma.strata.basics.currency.Currency

Checks if this currency equals another currency.

equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Checks if this currency amount equals another.

equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Checks if this currency pair equals another.

equals(Object) - Method in class com.opengamma.strata.basics.currency.FxMatrix

equals(Object) - Method in class com.opengamma.strata.basics.currency.FxRate

equals(Object) - Method in class com.opengamma.strata.basics.currency.FxRatesArray

equals(Object) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

equals(Object) - Method in class com.opengamma.strata.basics.currency.Payment

equals(Object) - Method in class com.opengamma.strata.basics.date.AdjustableDate

equals(Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

equals(Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment

equals(Object) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

Checks if this identifier equals another identifier.

equals(Object) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

equals(Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

equals(Object) - Method in class com.opengamma.strata.basics.date.Tenor

Checks if this tenor equals another tenor.

equals(Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment

equals(Object) - Method in class com.opengamma.strata.basics.index.FloatingRateName

equals(Object) - Method in class com.opengamma.strata.basics.index.FxIndexObservation

Compares this observation to another based on the index and fixing date.

equals(Object) - Method in class com.opengamma.strata.basics.index.IborIndexObservation

equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

equals(Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Compares this observation to another based on the index and fixing date.

equals(Object) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

Compares this observation to another based on the index and fixing date.

equals(Object) - Method in class com.opengamma.strata.basics.location.Country

Checks if this country equals another country.

equals(Object) - Method in class com.opengamma.strata.basics.market.FxRateId

equals(Object) - Method in class com.opengamma.strata.basics.market.FxRateKey

equals(Object) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

equals(Object) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

equals(Object) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

equals(Object) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList

equals(Object) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

equals(Object) - Method in class com.opengamma.strata.basics.market.StandardId

Checks if this identifier equals another, comparing the scheme and value.

equals(Object) - Method in class com.opengamma.strata.basics.schedule.Frequency

Checks if this periodic frequency equals another periodic frequency.

equals(Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

equals(Object) - Method in class com.opengamma.strata.basics.schedule.Schedule

equals(Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

equals(Object) - Method in class com.opengamma.strata.basics.value.HalfUpRounding

equals(Object) - Method in class com.opengamma.strata.basics.value.ValueAdjustment

equals(Object) - Method in class com.opengamma.strata.basics.value.ValueDerivatives

equals(Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule

equals(Object) - Method in class com.opengamma.strata.basics.value.ValueStep

equals(Object) - Method in class com.opengamma.strata.calc.CalculationRules

equals(Object) - Method in class com.opengamma.strata.calc.Column

equals(Object) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules

equals(Object) - Method in class com.opengamma.strata.calc.config.FunctionConfig

equals(Object) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure

equals(Object) - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup

equals(Object) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

equals(Object) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

equals(Object) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule

equals(Object) - Method in class com.opengamma.strata.calc.config.ReportingCurrency

equals(Object) - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

equals(Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationResult

equals(Object) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

equals(Object) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

equals(Object) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

equals(Object) - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult

equals(Object) - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray

equals(Object) - Method in class com.opengamma.strata.calc.runner.MissingMappingId

equals(Object) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

equals(Object) - Method in class com.opengamma.strata.calc.runner.Results

equals(Object) - Method in class com.opengamma.strata.collect.array.DoubleArray

equals(Object) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

equals(Object) - Method in class com.opengamma.strata.collect.io.CsvFile

Checks if this CSV file equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.CsvRow

Checks if this CSV file equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.IniFile

Checks if this INI file equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.PropertiesFile

Checks if this file equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.PropertySet

Checks if this property set equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.ResourceLocator

Checks if this locator equals another locator.

equals(Object) - Method in class com.opengamma.strata.collect.io.XmlElement

Checks if this element equals another.

equals(Object) - Method in class com.opengamma.strata.collect.io.XmlFile

Checks if this file equals another.

equals(Object) - Method in class com.opengamma.strata.collect.range.LocalDateRange

Checks if this range equals another.

equals(Object) - Method in class com.opengamma.strata.collect.result.Failure

equals(Object) - Method in class com.opengamma.strata.collect.result.FailureItem

equals(Object) - Method in class com.opengamma.strata.collect.result.Result

equals(Object) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Checks if this point is equal to another point.

equals(Object) - Method in class com.opengamma.strata.collect.tuple.DoublesPair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.Pair

equals(Object) - Method in class com.opengamma.strata.collect.tuple.Triple

equals(Object) - Method in class com.opengamma.strata.collect.type.TypedString

Checks if this type equals another.

equals(Object) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

equals(Object) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

equals(Object) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

equals(Object) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping

equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping

equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter

equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter

equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter

equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlow

equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlows

equals(Object) - Method in class com.opengamma.strata.market.amount.LegAmounts

equals(Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount

equals(Object) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveGroup

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveInputs

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveParameterSize

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

equals(Object) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

equals(Object) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

equals(Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

equals(Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

equals(Object) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

equals(Object) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

equals(Object) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

equals(Object) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

equals(Object) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

equals(Object) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

equals(Object) - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

equals(Object) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

equals(Object) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

equals(Object) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

equals(Object) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

equals(Object) - Method in class com.opengamma.strata.market.explain.ExplainMap

equals(Object) - Method in class com.opengamma.strata.market.id.CurveGroupId

equals(Object) - Method in class com.opengamma.strata.market.id.CurveInputsId

equals(Object) - Method in class com.opengamma.strata.market.id.DiscountCurveId

equals(Object) - Method in class com.opengamma.strata.market.id.IborIndexCurveId

equals(Object) - Method in class com.opengamma.strata.market.id.IndexRateId

equals(Object) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

equals(Object) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

equals(Object) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

equals(Object) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

equals(Object) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

equals(Object) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

equals(Object) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId

equals(Object) - Method in class com.opengamma.strata.market.id.QuoteId

equals(Object) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

equals(Object) - Method in class com.opengamma.strata.market.key.CurveGroupKey

equals(Object) - Method in class com.opengamma.strata.market.key.CurveInputsKey

equals(Object) - Method in class com.opengamma.strata.market.key.DiscountCurveKey

equals(Object) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey

equals(Object) - Method in class com.opengamma.strata.market.key.IndexRateKey

equals(Object) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

equals(Object) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

equals(Object) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

equals(Object) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

equals(Object) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

equals(Object) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey

equals(Object) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey

equals(Object) - Method in class com.opengamma.strata.market.key.QuoteKey

equals(Object) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

equals(Object) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey

equals(Object) - Method in class com.opengamma.strata.market.option.DeltaStrike

equals(Object) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

equals(Object) - Method in class com.opengamma.strata.market.option.MoneynessStrike

equals(Object) - Method in class com.opengamma.strata.market.option.SimpleStrike

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

equals(Object) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

equals(Object) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

equals(Object) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

equals(Object) - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata

equals(Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

equals(Object) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

equals(Object) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

equals(Object) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

equals(Object) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

equals(Object) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

equals(Object) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities

equals(Object) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity

equals(Object) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate

equals(Object) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray

equals(Object) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

equals(Object) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

equals(Object) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

equals(Object) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

equals(Object) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

equals(Object) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

equals(Object) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

equals(Object) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

equals(Object) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates

equals(Object) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

equals(Object) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

equals(Object) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

equals(Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

equals(Object) - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

equals(Object) - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities

equals(Object) - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters

equals(Object) - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities

equals(Object) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

equals(Object) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

equals(Object) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

equals(Object) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFuture

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond

equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

equals(Object) - Method in class com.opengamma.strata.product.cms.Cms

equals(Object) - Method in class com.opengamma.strata.product.cms.CmsLeg

equals(Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod

equals(Object) - Method in class com.opengamma.strata.product.cms.CmsTrade

equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCms

equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

equals(Object) - Method in class com.opengamma.strata.product.credit.Cds

equals(Object) - Method in class com.opengamma.strata.product.credit.CdsTrade

equals(Object) - Method in class com.opengamma.strata.product.credit.FeeLeg

equals(Object) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

equals(Object) - Method in class com.opengamma.strata.product.credit.PeriodicPayments

equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds

equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

equals(Object) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

equals(Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

equals(Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

equals(Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

equals(Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit

equals(Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

equals(Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

equals(Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

equals(Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

equals(Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

equals(Object) - Method in class com.opengamma.strata.product.equity.Equity

equals(Object) - Method in class com.opengamma.strata.product.equity.EquitySecurity

equals(Object) - Method in class com.opengamma.strata.product.equity.EquityTrade

equals(Object) - Method in class com.opengamma.strata.product.fra.Fra

equals(Object) - Method in class com.opengamma.strata.product.fra.FraTrade

equals(Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra

equals(Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade

equals(Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate

equals(Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

equals(Object) - Method in class com.opengamma.strata.product.fx.FxNdf

equals(Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.FxSingle

equals(Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.FxSwap

equals(Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOption

equals(Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap

equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption

equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.GenericSecurity

equals(Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade

equals(Object) - Method in class com.opengamma.strata.product.index.IborFuture

equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOption

equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity

equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

equals(Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

equals(Object) - Method in class com.opengamma.strata.product.payment.BulletPayment

equals(Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

equals(Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

equals(Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

equals(Object) - Method in class com.opengamma.strata.product.rate.FixedRateObservation

equals(Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

equals(Object) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

equals(Object) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

equals(Object) - Method in class com.opengamma.strata.product.rate.IborRateObservation

equals(Object) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation

equals(Object) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation

equals(Object) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

equals(Object) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

equals(Object) - Method in class com.opengamma.strata.product.SecurityId

Checks if this identifier equals another identifier.

equals(Object) - Method in class com.opengamma.strata.product.SecurityInfo

equals(Object) - Method in class com.opengamma.strata.product.SecurityPriceInfo

equals(Object) - Method in class com.opengamma.strata.product.SecurityTrade

equals(Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

equals(Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity

equals(Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.FxReset

equals(Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

equals(Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

equals(Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

equals(Object) - Method in class com.opengamma.strata.product.swap.NotionalExchange

equals(Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule

equals(Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule

equals(Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

equals(Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

equals(Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

equals(Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

equals(Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule

equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture

equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade

equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap

equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

equals(Object) - Method in class com.opengamma.strata.product.swap.StubCalculation

equals(Object) - Method in class com.opengamma.strata.product.swap.Swap

equals(Object) - Method in class com.opengamma.strata.product.swap.SwapTrade

equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

equals(Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

equals(Object) - Method in class com.opengamma.strata.product.swaption.CashSettlement

equals(Object) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement

equals(Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

equals(Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

equals(Object) - Method in class com.opengamma.strata.product.swaption.Swaption

equals(Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

equals(Object) - Method in class com.opengamma.strata.product.TradeInfo

equals(Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

equals(Object) - Method in class com.opengamma.strata.report.framework.format.FormatSettings

equals(Object) - Method in class com.opengamma.strata.report.ReportCalculationResults

equals(Object) - Method in class com.opengamma.strata.report.ReportRequirements

equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReport

equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn

equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

equalWithTolerance(DoubleArray, double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Checks if this array equals another within the specified tolerance.

equalWithTolerance(CurveCurrencyParameterSensitivities, double) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Checks if this sensitivity equals another within the specified tolerance.

equalWithTolerance(CurveUnitParameterSensitivities, double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Checks if this sensitivity equals another within the specified tolerance.

equalWithTolerance(PointSensitivities, double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Checks if this sensitivity equals another within the specified tolerance.

equalZeroWithTolerance(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Checks if this array equals zero within the specified tolerance.

Equity - Class in com.opengamma.strata.product.equity

An equity share of a company.

Equity.Builder - Class in com.opengamma.strata.product.equity

The bean-builder for Equity.

Equity.Meta - Class in com.opengamma.strata.product.equity

The meta-bean for Equity.

EquitySecurity - Class in com.opengamma.strata.product.equity

A security representing an equity share of a company.

EquitySecurity.Builder - Class in com.opengamma.strata.product.equity

The bean-builder for EquitySecurity.

EquitySecurity.Meta - Class in com.opengamma.strata.product.equity

The meta-bean for EquitySecurity.

EquityTrade - Class in com.opengamma.strata.product.equity

A trade representing the purchase or sale of an equity.

EquityTrade.Builder - Class in com.opengamma.strata.product.equity

The bean-builder for EquityTrade.

EquityTrade.Meta - Class in com.opengamma.strata.product.equity

The meta-bean for EquityTrade.

ES - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'ES' - Spain.

EU - Static variable in class com.opengamma.strata.basics.location.Country

The region of 'EU' - Europe (special status in ISO-3166).

EU_AI_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The consumer price index for Europe, "Non-revised Harmonised Index of Consumer Prices All Items".

EU_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for EU-EXT-CPI Price index.

EU_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The consumer price index for Europe, "Non-revised Harmonised Index of Consumer Prices Excluding Tobacco".

EUR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'EUR' - Euro.

EUR_CHF_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from EUR to CHF, as defined by the European Central Bank "Euro foreign exchange reference rates".

EUR_DEPOSIT - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'EUR-Deposit' term deposit convention with T+2 settlement date.

EUR_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'EUR-Deposit-T' term deposit convention with T+0 settlement date, used mainly for O/N deposits.

EUR_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'EUR-Deposit-T' term deposit convention with T+1 settlement date, used mainly for T/N deposits

EUR_EONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for EUR-EONIA Overnight index.

EUR_EONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The EONIA index for EUR.

EUR_EURIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for EUR-EURIBOR.

EUR_EURIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 10 years.

EUR_EURIBOR_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 12 years.

EUR_EURIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 15 years.

EUR_EURIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 1 year.

EUR_EURIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 20 years.

EUR_EURIBOR_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 25 years.

EUR_EURIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 2 years.

EUR_EURIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 30 years.

EUR_EURIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 3 years.

EUR_EURIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 4 years.

EUR_EURIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 5 years.

EUR_EURIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 6 years.

EUR_EURIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 7 years.

EUR_EURIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 8 years.

EUR_EURIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1100 for tenor of 9 years.

EUR_EURIBOR_1200_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 10 years.

EUR_EURIBOR_1200_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 12 years.

EUR_EURIBOR_1200_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 15 years.

EUR_EURIBOR_1200_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 1 year.

EUR_EURIBOR_1200_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 20 years.

EUR_EURIBOR_1200_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 25 years.

EUR_EURIBOR_1200_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 2 years.

EUR_EURIBOR_1200_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 30 years.

EUR_EURIBOR_1200_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 3 years.

EUR_EURIBOR_1200_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 4 years.

EUR_EURIBOR_1200_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 5 years.

EUR_EURIBOR_1200_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 6 years.

EUR_EURIBOR_1200_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 7 years.

EUR_EURIBOR_1200_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 8 years.

EUR_EURIBOR_1200_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

EUR Rates 1200 for tenor of 9 years.

EUR_EURIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month EURIBOR index.

EUR_EURIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month EURIBOR index.

EUR_EURIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week EURIBOR index.

EUR_EURIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month EURIBOR index.

EUR_EURIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 week EURIBOR index.

EUR_EURIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month EURIBOR index.

EUR_EURIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions

The 'EUR-EURIBOR-3M-USD-LIBOR-3M' swap convention.

EUR_EURIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month EURIBOR index.

EUR_EURIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 9 month EURIBOR index.

EUR_EUROPEAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

The 'EUR-European' CDS convention.

EUR_FIXED_1Y_EONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'EUR-FIXED-1Y-EONIA_OIS' swap convention.

EUR_FIXED_1Y_EURIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'EUR-FIXED-1Y-EURIBOR-3M' swap convention.

EUR_FIXED_1Y_EURIBOR_3M_EURIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConventions

The 'EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M' swap convention.

EUR_FIXED_1Y_EURIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'EUR-FIXED-1Y-EURIBOR-6M' swap convention.

EUR_FIXED_TERM_EONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'EUR-FIXED-TERM-EONIA-OIS' swap convention.

EUR_GBP_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from EUR to GBP, as defined by the European Central Bank "Euro foreign exchange reference rates".

EUR_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions

The 'EUR-ISDA' curve.

EUR_JPY_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from EUR to JPY, as defined by the European Central Bank "Euro foreign exchange reference rates".

EUR_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for EUR-LIBOR.

EUR_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month LIBOR index for EUR.

EUR_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month LIBOR index for EUR.

EUR_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week LIBOR index for EUR.

EUR_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month LIBOR index for EUR.

EUR_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month LIBOR index for EUR.

EUR_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month LIBOR index for EUR.

EUR_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions

The "EUR/USD" FX Swap convention.

EUR_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions

EUR/USD convention with 2 days spot date.

EUR_USD_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from EUR to USD, as defined by the European Central Bank "Euro foreign exchange reference rates".

EUR_USD_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from EUR to GBP, as defined by the WM company "Closing Spot rates".

EUTA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of the European Union TARGET system, with code 'EUTA'.

evaluate(Bean, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator

evaluate(CurrencyAmount, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator

evaluate(CurveCurrencyParameterSensitivities, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator

evaluate(CurveCurrencyParameterSensitivity, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator

evaluate(Iterable<?>, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator

evaluate(Map<?, ?>, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator

evaluate(T, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator

Evaluates a token against a given object.

evaluate(Trade, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator

evaluate(String, ReportCalculationResults) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator

Evaluates a value path against a set of results, returning the resolved result for each trade.

EvaluationResult - Class in com.opengamma.strata.report.framework.expression

The result of a TokenEvaluator evaluating an expression against an object.

eventsPerYear() - Method in class com.opengamma.strata.basics.schedule.Frequency

Calculates the number of events that occur in a year.

eventsPerYearEstimate() - Method in class com.opengamma.strata.basics.schedule.Frequency

Estimates the number of events that occur in a year.

exactDivide(Frequency) - Method in class com.opengamma.strata.basics.schedule.Frequency

Exactly divides this frequency by another.

EXCEPTION - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators

Extrapolator that throws an exception if extrapolation is attempted.

exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets ex-coupon period.

exCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the exCouponPeriod property.

exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets ex-coupon period.

exCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the exCouponPeriod property.

exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets ex-coupon period.

exCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the exCouponPeriod property.

exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets ex-coupon period.

exCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the exCouponPeriod property.

execute(CalculationEnvironment, ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTask

Executes the task, performing calculations for the target using multiple sets of market data.

expiry() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

The meta-property for the expiry property.

expiry() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

The meta-property for the expiry property.

expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

Sets the expiry of the option.

expiry() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

The meta-property for the expiry property.

expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder

Sets the expiry date-time of the option.

expiry() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta

The meta-property for the expiry property.

expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

Sets the expiry of the option.

expiry() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

The meta-property for the expiry property.

expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

Sets the expiry date-time of the option.

expiry() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

The meta-property for the expiry property.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the expiry date of the option.

expiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the expiryDate property.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the expiry date of the option.

expiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the expiryDate property.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

Sets the expiry date of the option.

expiryDate() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

The meta-property for the expiryDate property.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the expiry date of the option.

expiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the expiryDate property.

expiryDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the expiry date of the option.

expiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the expiryDate property.

expiryDate(AdjustableDate) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets the expiry date of the option.

expiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the expiryDate property.

expiryDateTime() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

The meta-property for the expiryDateTime property.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the expiry time of the option.

expiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the expiryTime property.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the expiry time of the option.

expiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the expiryTime property.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

Sets the expiry time of the option.

expiryTime() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

The meta-property for the expiryTime property.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the expiry time of the option.

expiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the expiryTime property.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the expiry time of the option.

expiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the expiryTime property.

expiryTime(LocalTime) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets the expiry time of the option.

expiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the expiryTime property.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the time-zone of the expiry time.

expiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the expiryZone property.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the time-zone of the expiry time.

expiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the expiryZone property.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

Sets the time-zone of the expiry time.

expiryZone() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

The meta-property for the expiryZone property.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the time-zone of the expiry time.

expiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the expiryZone property.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the time-zone of the expiry time.

expiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the expiryZone property.

expiryZone(ZoneId) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets the time-zone of the expiry time.

expiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the expiryZone property.

EXPLAIN_PRESENT_VALUE - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing a break-down of the present value calculation on the target.

ExplainKey<T> - Class in com.opengamma.strata.market.explain

A key for the map of explanatory values.

ExplainMap - Class in com.opengamma.strata.market.explain

A map of explanatory values.

ExplainMap.Meta - Class in com.opengamma.strata.market.explain

The meta-bean for ExplainMap.

ExplainMapBuilder - Class in com.opengamma.strata.market.explain

A builder for the map of explanatory values.

explainPresentValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Explains the present value of the FRA product.

explainPresentValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Explains the present value of the swap product.

explainPresentValue(T, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer

Explains the present value of a single payment event.

explainPresentValue(T, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Explains the present value of a single payment period.

explainRate(T, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.rate.RateObservationFn

Explains the calculation of the applicable rate.

explanationString() - Method in class com.opengamma.strata.market.explain.ExplainMap

Gets the explanation as a string.

EXPONENTIAL - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators

Exponential extrapolator.

extendedEnum() - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.date.DateSequence

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.date.DayCount

Gets the extended enum helper.

extendedEnum() - Static method in class com.opengamma.strata.basics.date.HolidayCalendars

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.index.FxIndex

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.index.IborIndex

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.index.PriceIndex

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.basics.schedule.RollConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.calc.config.Measure

Gets the extended enum helper.

ExtendedEnum<T extends Named> - Class in com.opengamma.strata.collect.named

Manager for extended enums controlled by code or configuration.

extendedEnum() - Static method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.market.interpolator.CurveExtrapolator

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.market.interpolator.CurveInterpolator

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.fra.type.FraConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.SwapIndex

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the extended enum helper.

extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the extended enum helper.

ExtendedEnum.ExternalEnumNames<T extends Named> - Class in com.opengamma.strata.collect.named

Maps names used by external systems to the standard name used here.

externalNameGroups() - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Returns the set of groups that have external names defined.

externalNames() - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames

Returns the complete map of external name to standard name.

externalNames(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Returns the mapping of external names to standard names for a group.

extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the extrapolator for x-values on the left, defaulted to 'Flat".

extrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the extrapolatorLeft property.

extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the extrapolator used to find points to the left of the leftmost point on the curve.

extrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the extrapolatorLeft property.

extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the extrapolator for x-values on the right, defaulted to 'Flat".

extrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the extrapolatorRight property.

extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the extrapolator used to find points to the right of the rightmost point on the curve.

extrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the extrapolatorRight property.

F

Failure - Class in com.opengamma.strata.collect.result

Description of a failed result.

failure(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result specifying the failure reason.

failure(Exception) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by an exception.

failure(Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by an exception.

failure(FailureReason, Exception) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by an exception with a specified reason.

failure(FailureReason, Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result caused by an exception with a specified reason and message.

failure(Result<?>) - Static method in class com.opengamma.strata.collect.result.Result

Returns a failed result from another failed result.

failure(Result<?>, Result<?>, Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result combining multiple failed results.

failure(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result combining multiple failed results.

failure(Failure) - Static method in class com.opengamma.strata.collect.result.Result

Creates a failed result containing a failure.

failure() - Method in class com.opengamma.strata.collect.result.Result.Meta

The meta-property for the failure property.

failure(String, Object...) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Creates a result for an unsuccessful evaluation of an expression.

Failure.Meta - Class in com.opengamma.strata.collect.result

The meta-bean for Failure.

FailureException - Exception in com.opengamma.strata.collect.result

An exception thrown when a failure Result is encountered and the failure can't be handled.

FailureException(Failure) - Constructor for exception com.opengamma.strata.collect.result.FailureException

Returns an exception wrapping a failure that couldn't be handled.

FailureItem - Class in com.opengamma.strata.collect.result

Details of a single failed item in a failure.

FailureItem.Meta - Class in com.opengamma.strata.collect.result

The meta-bean for FailureItem.

FailureReason - Enum in com.opengamma.strata.collect.result

Represents the reason why failure occurred.

farForwardPointsKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the key identifying the market data value which provides the FX forward points.

farForwardPointsKey() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the farForwardPointsKey property.

farLeg() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

The meta-property for the farLeg property.

farLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta

The meta-property for the farLeg property.

FeedIdMapping - Interface in com.opengamma.strata.calc.marketdata.mapping

Provides mappings from ObservableId instances requested by calculations to ID instances that are suitable for querying a market data feed to get the market data.

feeLeg(FeeLeg) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the fee leg.

feeLeg() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the feeLeg property.

FeeLeg - Class in com.opengamma.strata.product.credit

The fee leg of a credit default swap (CDS).

FeeLeg.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for FeeLeg.

FeeLeg.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for FeeLeg.

FI - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'FI' - Finland.

field(int) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets the specified field.

fieldCount() - Method in class com.opengamma.strata.collect.io.CsvRow

Gets the number of fields.

FieldName - Class in com.opengamma.strata.basics.market

The name of a field in a market data record.

fieldName() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta

The meta-property for the fieldName property.

fieldName() - Method in class com.opengamma.strata.market.id.QuoteId.Meta

The meta-property for the fieldName property.

fieldName() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta

The meta-property for the fieldName property.

fieldName() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta

The meta-property for the fieldName property.

fields() - Method in class com.opengamma.strata.collect.io.CsvRow

Gets all fields in the row.

FILE_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator

The prefix for file resource locators.

filled(int) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance with all entries equal to the zero.

filled(int, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance with all entries equal to the same value.

filled(int, int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance with all entries equal to the zero.

filled(int, int, double) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance with all entries equal to the same value.

filter(MarketDataRequirements) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Returns a new market environment built from the data in this environment but only including data specified in the requirements.

filter(MarketDataFilter<T, ?>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

Sets the filter that decides whether the perturbation should be applied to a piece of market data.

filter() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta

The meta-property for the filter property.

filter(BiFunction<? super K, ? super V, Boolean>) - Method in class com.opengamma.strata.collect.MapStream

Filters the stream by applying the predicate function to each key and value.

filter(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

filter(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Create a new time-series by filtering this one.

filterKeys(Predicate<? super K>) - Method in class com.opengamma.strata.collect.MapStream

Filters the stream by applying the predicate function to each key.

filterValues(Predicate<? super V>) - Method in class com.opengamma.strata.collect.MapStream

Filters the stream by applying the predicate function to each value.

finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the flag indicating whether to exchange the final notional.

finalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the finalExchange property.

finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the flag indicating whether to exchange the final notional.

finalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the finalExchange property.

finalStub(StubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the rate to be used in final stub, optional.

finalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the finalStub property.

FinanceTrade - Interface in com.opengamma.strata.product

A trade with additional structured information.

find(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

Returns an item of configuration that is the default of its type.

find(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Finds an instance by name.

findAny() - Method in class com.opengamma.strata.collect.MapStream

findAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Finds an attribute by name, or empty if not found.

findAttribute(SecurityAttributeType<T>) - Method in class com.opengamma.strata.product.SecurityInfo

Finds the attribute associated with the specified type.

findAttribute(TradeAttributeType<T>) - Method in class com.opengamma.strata.product.TradeInfo

Finds the attribute associated with the specified type.

findChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Finds the child element with the specified name, or empty if not found, throwing an exception if more than one.

findCurve(CurveName) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Finds the curve with the specified name.

findCurveDefinition(CurveName) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Finds the definition for the curve with the specified name.

findDiscountCurve(Currency) - Method in class com.opengamma.strata.market.curve.CurveGroup

Finds the discount curve for the currency if there is one in the group.

findEntry(CurveName) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Finds the entry for the curve with the specified name.

findField(String) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header.

findField(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header pattern.

findFirst() - Method in class com.opengamma.strata.collect.MapStream

findForwardCurve(Index) - Method in class com.opengamma.strata.market.curve.CurveGroup

Finds the forward curve for the index if there is one in the group.

findIndex(String) - Static method in class com.opengamma.strata.loader.LoaderUtils

Attempts to locate a rate index by reference name.

findInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Finds curve information of a specific type.

findInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

findNotional(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Finds the notional on the specified date.

findPaymentPeriod(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Finds the payment period applicable for the specified accrual date.

findPeriod(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Finds the period that contains the specified date.

findPeriod(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Finds the period that contains the specified date.

findPeriodIndex(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Finds the period that contains the specified date.

findSensitivity(CurveName, Currency) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Finds a single sensitivity instance by name and currency.

findSensitivity(CurveName) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Finds a single sensitivity instance by name.

findSensitivity(SurfaceName, Currency) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Finds a single sensitivity instance by name and currency.

findSensitivity(SurfaceName) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities

Finds a single sensitivity instance by name.

findValue(MarketDataKey<T>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

findValue(ReferenceDataId<T>) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

findValue(MarketDataKey<T>) - Method in interface com.opengamma.strata.basics.market.MarketData

Returns a value for the specified ID if available.

findValue(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.market.ReferenceData

Finds the reference data value associated with the specified identifier.

findValue(MarketDataId<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment

Returns a box containing values for the specified ID if available.

findValue(MarketDataKey<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData

Returns a box containing values for the specified ID if available.

findValue(MarketDataKey<T>) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData

findValue(MarketDataKey<T>, CalculationEnvironment) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

findValue(MarketDataKey<T>, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings

Returns a market data box containing values for the specified ID if available.

findValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

findValue(MarketDataKey<T>) - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData

first() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

The meta-property for the first property.

first() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

The meta-property for the first property.

firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the first delivery date.

firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the firstDeliveryDate property.

firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the first delivery date.

firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the firstDeliveryDate property.

firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the first delivery date.

firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the firstDeliveryDate property.

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

firstDerivative(double) - Method in interface com.opengamma.strata.market.curve.Curve

Computes the first derivative of the curve.

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

firstDerivative(double) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

firstDerivative(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveInterpolator

Computes the first derivative of the y-value for the specified x-value.

firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the first notice date.

firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the firstNoticeDate property.

firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the first notice date.

firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the firstNoticeDate property.

firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the first notice date.

firstNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the firstNoticeDate property.

firstRegularRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the first rate of the first regular reset period, optional.

firstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the firstRegularRate property.

firstRegularStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional start date of the first regular schedule period, which is the end date of the initial stub.

firstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the firstRegularStartDate property.

FIXED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The fixed rate, as defined in the contract.

FixedCouponBond - Class in com.opengamma.strata.product.bond

A fixed coupon bond.

FixedCouponBond.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for FixedCouponBond.

FixedCouponBond.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for FixedCouponBond.

FixedCouponBondPaymentPeriod - Class in com.opengamma.strata.product.bond

A period over which a fixed coupon is paid.

FixedCouponBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for FixedCouponBondPaymentPeriod.

FixedCouponBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for FixedCouponBondPaymentPeriod.

FixedCouponBondSecurity - Class in com.opengamma.strata.product.bond

A security representing a fixed coupon bond.

FixedCouponBondSecurity.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for FixedCouponBondSecurity.

FixedCouponBondSecurity.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for FixedCouponBondSecurity.

FixedCouponBondTrade - Class in com.opengamma.strata.product.bond

A trade representing a fixed coupon bond.

FixedCouponBondTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for FixedCouponBondTrade.

FixedCouponBondTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for FixedCouponBondTrade.

FixedCouponBondYieldConvention - Enum in com.opengamma.strata.product.bond

A convention defining accrued interest calculation type for a bond security.

fixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

The meta-property for the fixedCurve property.

FixedIborSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for Fixed-Ibor swap trades.

FixedIborSwapConventions - Class in com.opengamma.strata.product.swap.type

Market standard Fixed-Ibor swap conventions.

FixedIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Fixed-Ibor interest rate swap.

FixedIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FixedIborSwapCurveNode.

FixedIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FixedIborSwapCurveNode.

FixedIborSwapTemplate - Class in com.opengamma.strata.product.swap.type

A template for creating Fixed-Ibor swap trades.

FixedIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for FixedIborSwapTemplate.

FixedIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for FixedIborSwapTemplate.

fixedLeg(ResolvedSwap) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Checks that there is exactly one fixed leg and returns it.

fixedLeg(ResolvedSwap) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Checks that there is exactly one fixed leg and returns it.

fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

Sets the market convention of the fixed leg.

fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

The meta-property for the fixedLeg property.

fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

Sets the market convention of the fixed leg.

fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

The meta-property for the fixedLeg property.

FixedOvernightSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for Fixed-Overnight swap trades.

FixedOvernightSwapConventions - Class in com.opengamma.strata.product.swap.type

Market standard Fixed-Overnight swap conventions.

FixedOvernightSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Fixed-Overnight interest rate swap.

FixedOvernightSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FixedOvernightSwapCurveNode.

FixedOvernightSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FixedOvernightSwapCurveNode.

FixedOvernightSwapTemplate - Class in com.opengamma.strata.product.swap.type

A template for creating Fixed-Overnight swap trades.

FixedOvernightSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for FixedOvernightSwapTemplate.

FixedOvernightSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for FixedOvernightSwapTemplate.

fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the fixed coupon rate.

fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the fixedRate property.

fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the fixed coupon rate.

fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the fixedRate property.

fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets the fixed coupon rate.

fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the fixedRate property.

fixedRate(double) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the fixed coupon rate.

fixedRate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the fixedRate property.

fixedRate(double) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the fixed interest rate to be paid.

fixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the fixedRate property.

fixedRate(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

Sets the fixed rate of interest.

fixedRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

The meta-property for the fixedRate property.

fixedRate(double) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the fixed rate of interest.

fixedRate() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the fixedRate property.

fixedRate(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the fixed rate of interest.

fixedRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the fixedRate property.

fixedRate(Double) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

Sets the fixed rate for the fixing date, optional.

fixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

The meta-property for the fixedRate property.

fixedRate(Double) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

Sets the fixed rate to use in the stub.

fixedRate() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta

The meta-property for the fixedRate property.

FixedRateCalculation - Class in com.opengamma.strata.product.swap

Defines the calculation of a fixed rate swap leg.

FixedRateCalculation.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for FixedRateCalculation.

FixedRateCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for FixedRateCalculation.

FixedRateObservation - Class in com.opengamma.strata.product.rate

Defines a known fixed rate of interest.

FixedRateObservation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for FixedRateObservation.

FixedRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type

A market convention for the fixed leg of rate swap trades.

FixedRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for FixedRateSwapLegConvention.

FixedRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for FixedRateSwapLegConvention.

FIXING_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The fixing date.

fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

Sets the calendar that determines which dates are fixing dates.

fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

The meta-property for the fixingCalendar property.

fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the calendar that determines which dates are fixing dates.

fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the fixingCalendar property.

fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the calendar that the index uses.

fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the fixingCalendar property.

fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

Sets the resolved calendar that the index uses.

fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

The meta-property for the fixingCalendar property.

fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

Sets the resolved calendar that the index uses.

fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

The meta-property for the fixingCalendar property.

fixingDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta

The meta-property for the fixingDate property.

fixingDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

The meta-property for the fixingDate property.

fixingDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

Sets the date of the index fixing.

fixingDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

The meta-property for the fixingDate property.

fixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

The meta-property for the fixingDate property.

fixingDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the date of the index fixing.

fixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the fixingDate property.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the adjustment applied to the effective date to obtain the fixing date.

fixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the offset of the fixing date from each adjusted reset date.

fixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the offset of the fixing date from the start date.

fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the offset of the fixing date from the start date, optional with defaulting getter.

fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the offset of the fixing date from the start date.

fixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the offset of the fixing date from the start date, optional with defaulting getter.

fixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

Sets the offset of the FX reset fixing date from each adjusted accrual date.

fixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the offset of the fixing date from each adjusted reset date.

fixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the fixingDateOffset property.

fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the offset of the fixing date from each adjusted reset date.

fixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the fixingDateOffset property.

fixingMonth() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta

The meta-property for the fixingMonth property.

fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.

fixingRelativeTo() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the fixingRelativeTo property.

FixingRelativeTo - Enum in com.opengamma.strata.product.swap

The base date that each rate fixing is made relative to.

fixingRelativeTo(FxResetFixingRelativeTo) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

Sets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.

fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

The meta-property for the fixingRelativeTo property.

fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.

fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the fixingRelativeTo property.

fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the base date that each fixing is made relative to, optional with defaulting getter.

fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the fixingRelativeTo property.

fixings() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta

The meta-property for the fixings property.

fixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta

The meta-property for the fixings property.

FixingSeriesCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of historical fixing series into memory from CSV resources.

fixingTime(LocalTime) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the fixing time.

fixingTime() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the fixingTime property.

fixingTime(LocalTime) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

Sets the fixing time.

fixingTime() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

The meta-property for the fixingTime property.

fixingZone(ZoneId) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the fixing time-zone.

fixingZone() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the fixingZone property.

fixingZone(ZoneId) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

Sets the time-zone of the fixing time.

fixingZone() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

The meta-property for the fixingZone property.

FLAT - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators

Flat extrapolator.

flatCombine(Iterable<? extends Result<T>>, Function<Stream<T>, Result<R>>) - Static method in class com.opengamma.strata.collect.result.Result

Takes a collection of results, checks if all of them are successes and then applies the supplied function to the successes.

flatFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

Sets the market convention of the floating leg that does not have the spread applied.

flatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

The meta-property for the flatFloatingLeg property.

flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

Sets the market convention of the floating leg that does not have the spread applied.

flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

The meta-property for the flatLeg property.

flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

Sets the market convention of the floating leg that does not have the spread applied.

flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

The meta-property for the flatLeg property.

flatMap(Function<? super Map.Entry<K, V>, ? extends Stream<? extends R>>) - Method in class com.opengamma.strata.collect.MapStream

flatMap(Function<? super T, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result

Processes a successful result by applying a function that returns another result.

flatMapToDouble(Function<? super Map.Entry<K, V>, ? extends DoubleStream>) - Method in class com.opengamma.strata.collect.MapStream

flatMapToInt(Function<? super Map.Entry<K, V>, ? extends IntStream>) - Method in class com.opengamma.strata.collect.MapStream

flatMapToLong(Function<? super Map.Entry<K, V>, ? extends LongStream>) - Method in class com.opengamma.strata.collect.MapStream

floatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

Sets the market convention of the floating leg.

floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

The meta-property for the floatingLeg property.

floatingLeg(OvernightRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

Sets the market convention of the floating leg.

floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

The meta-property for the floatingLeg property.

floatingRate(IborRateObservation) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

Sets the floating rate of interest.

floatingRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

The meta-property for the floatingRate property.

floatingRate(RateObservation) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the floating rate of interest.

floatingRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the floatingRate property.

FloatingRateName - Class in com.opengamma.strata.basics.index

A floating rate index name, such as Libor, Euribor or US Fed Fund.

FloatingRateName.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for FloatingRateName.

FloatingRateNames - Class in com.opengamma.strata.basics.index

Constants and implementations for standard Floating rate names.

FloatingRateType - Enum in com.opengamma.strata.basics.index

The type of a floating rate index.

floorlet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the optional floorlet strike.

floorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the floorlet property.

floorlet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the optional floorlet strike.

floorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the floorlet property.

floorSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

Sets the floor schedule, optional.

floorSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

The meta-property for the floorSchedule property.

floorSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the floor schedule, optional.

floorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the floorSchedule property.

FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'Following' convention which adjusts to the next business day.

forEach(IntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleArray

Applies an action to each value in the array.

forEach(IntIntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Applies an action to each value in the matrix.

forEach(BiConsumer<? super K, ? super V>) - Method in class com.opengamma.strata.collect.MapStream

Performs an action for each entry in the stream, passing the key and value to the action.

forEach(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

forEach(ObjDoubleConsumer<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Applies an action to each pair in the time series.

forEachOrdered(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

FORECAST_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The forecast value.

forecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

The meta-property for the forecastValue property.

forecastValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the forecast value of the FRA product.

forecastValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the forecast value of the FRA trade.

forecastValue(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the forecast value of the swap leg.

forecastValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the forecast value of the swap product.

forecastValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the forecast value of the swap trade.

forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer

Calculates the forecast value of a single payment event.

forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Calculates the forecast value of a single payment period.

forecastValueSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the forecast value sensitivity of the FRA product.

forecastValueSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the forecast value sensitivity of the FRA trade.

forecastValueSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the forecast value sensitivity of the swap leg.

forecastValueSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the forecast value sensitivity of the swap product.

forecastValueSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the forecast value sensitivity of the swap trade.

forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer

Calculates the forecast value sensitivity of a single payment event.

forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Calculates the forecast value sensitivity of a single payment period.

format(String, Object) - Static method in class com.opengamma.strata.collect.Messages

Formats a templated message inserting a single argument.

format(String, Object...) - Static method in class com.opengamma.strata.collect.Messages

Formats a templated message inserting arguments.

FormatCategory - Enum in com.opengamma.strata.report.framework.format

Defines categories of data types.

formatData(CashFlowReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter

formatData(R, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter

Formats a piece of data for display.

formatData(TradeReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter

formatForCsv(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter

Formats a value for use in a CSV file.

formatForDisplay(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter

Formats a value for display.

FormatSettings<T> - Class in com.opengamma.strata.report.framework.format

Contains formatting settings for a specific type.

FormatSettings.Meta<T> - Class in com.opengamma.strata.report.framework.format

The meta-bean for FormatSettings.

FormatSettingsProvider - Class in com.opengamma.strata.report.framework.format

Provides and caches format settings across types.

FormatSettingsProvider() - Constructor for class com.opengamma.strata.report.framework.format.FormatSettingsProvider

Creates an instance.

formatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

The meta-property for the formatter property.

formatValue(Object, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter

Formats a value into a string.

forward() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

The meta-property for the forward property.

forward() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta

The meta-property for the forward property.

forward() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

The meta-property for the forward property.

FORWARD_FX_RATE - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the forward FX rate of the calculation target.

FORWARD_RATE - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a forward rate - 'ForwardRate'.

forwardCurves(Map<? extends Index, ? extends Curve>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

Sets the forward curves in the group, keyed by index.

forwardCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta

The meta-property for the forwardCurves property.

forwardFxRate(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Calculates the forward exchange rate.

forwardFxRate(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Computes the forward exchange rate.

forwardFxRatePointSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Computes the forward exchange rate point sensitivity.

forwardFxRateSpotSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Computes the sensitivity of the forward exchange rate to the spot rate.

ForwardPriceIndexValues - Class in com.opengamma.strata.market.view

Provides values for a Price index from a forward curve.

ForwardPriceIndexValues.Meta - Class in com.opengamma.strata.market.view

The meta-bean for ForwardPriceIndexValues.

FpmlDocument - Class in com.opengamma.strata.loader.fpml

Provides data about the whole FpML document and parse helper methods.

FpmlDocument(XmlElement, Map<String, XmlElement>, FpmlPartySelector, FpmlTradeInfoParserPlugin, ReferenceData) - Constructor for class com.opengamma.strata.loader.fpml.FpmlDocument

Creates an instance, based on the specified element.

FpmlDocumentParser - Class in com.opengamma.strata.loader.fpml

Loader of trade data in FpML format.

FpmlParseException - Exception in com.opengamma.strata.loader.fpml

Exception thrown when parsing FpML.

FpmlParseException(String) - Constructor for exception com.opengamma.strata.loader.fpml.FpmlParseException

Creates an instance based on a message.

FpmlParserPlugin - Interface in com.opengamma.strata.loader.fpml

Pluggable FpML trade parser.

FpmlPartySelector - Interface in com.opengamma.strata.loader.fpml

Finds the party representing "us" in FpML.

FpmlTradeInfoParserPlugin - Interface in com.opengamma.strata.loader.fpml

Pluggable FpML trade information parser.

FR - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'FR' - France.

FR_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for FR-EXT-CPI Price index.

FR_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The consumer price index for France, "Non-revised Harmonised Index of Consumer Prices Excluding Tobacco".

Fra - Class in com.opengamma.strata.product.fra

A forward rate agreement (FRA).

Fra.Builder - Class in com.opengamma.strata.product.fra

The bean-builder for Fra.

Fra.Meta - Class in com.opengamma.strata.product.fra

The meta-bean for Fra.

FRA_MQ - Static variable in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure

The measure for ResolvedFraTrade using par rate discounting.

FRA_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

The calibrator for ResolvedFraTrade using par spread discounting.

FraCalculationFunction - Class in com.opengamma.strata.function.calculation.fra

Perform calculations on a single FraTrade for each of a set of scenarios.

FraCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.fra.FraCalculationFunction

Creates an instance.

FraConvention - Interface in com.opengamma.strata.product.fra.type

A market convention for forward rate agreement (FRA) trades.

fraction() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta

The meta-property for the fraction property.

FraCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Forward Rate Agreement (FRA).

FraCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FraCurveNode.

FraCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FraCurveNode.

FraDiscountingMethod - Enum in com.opengamma.strata.product.fra

A convention defining how to discount Forward Rate Agreements (FRAs).

FraFunctionGroups - Class in com.opengamma.strata.function.calculation.fra

Contains function groups for built-in FRA calculation functions.

FraTemplate - Class in com.opengamma.strata.product.fra.type

A template for creating a forward rate agreement (FRA) trade.

FraTemplate.Builder - Class in com.opengamma.strata.product.fra.type

The bean-builder for FraTemplate.

FraTemplate.Meta - Class in com.opengamma.strata.product.fra.type

The meta-bean for FraTemplate.

FraTrade - Class in com.opengamma.strata.product.fra

A trade in a forward rate agreement (FRA).

FraTrade.Builder - Class in com.opengamma.strata.product.fra

The bean-builder for FraTrade.

FraTrade.Meta - Class in com.opengamma.strata.product.fra

The meta-bean for FraTrade.

Frequency - Class in com.opengamma.strata.basics.schedule

A periodic frequency used by financial products that have a specific event every so often.

frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the regular periodic frequency to use.

frequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the frequency property.

frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

Sets the periodic frequency used when building the schedule.

frequency() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

The meta-property for the frequency property.

frequency(Frequency) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the frequency of the bond payments.

frequency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the frequency property.

frequency(Frequency) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the frequency of the bond payments.

frequency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the frequency property.

FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for a calendar declaring all days as business days except Friday/Saturday weekends, with code 'FriSat'.

FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

An instance declaring all days as business days except Friday/Saturday weekends.

FRPA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Paris, France, with code 'FRPA'.

function(CheckedFunction<T, R>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the Function interface.

functionArguments() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta

The meta-property for the functionArguments property.

FunctionConfig<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config

Configuration of a function that performs a calculation.

functionConfig(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

Returns a function group to calculate a value of the measure for the target if this rule applies to the target.

functionConfig() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta

The meta-property for the functionConfig property.

functionConfig(CalculationTarget, Measure) - Method in interface com.opengamma.strata.calc.config.pricing.FunctionGroup

Returns configuration for a function to calculate the value of a measure for a target.

FunctionConfig.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config

The meta-bean for FunctionConfig.

FunctionConfigBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config

Mutable builder for building instances of FunctionConfig.

functionGroup(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

FunctionGroup<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.config.pricing

A function group provides configuration for functions that perform calculations.

functionGroup(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule

Returns a function group to calculate a value of the measure for the target if this rule applies to the target.

functionGroup() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta

The meta-property for the functionGroup property.

functionGroup(FunctionGroup<T>) - Method in class com.opengamma.strata.calc.config.pricing.PricingRuleBuilder

Sets the function group that performs the calculations matching the rule.

functionGroup(CalculationTarget, Measure) - Method in interface com.opengamma.strata.calc.config.pricing.PricingRules

Returns a function group specifying how a measure should be calculated for the target.

FunctionGroupName - Class in com.opengamma.strata.calc.config.pricing

The name of a function group.

FunctionRequirements - Class in com.opengamma.strata.calc.marketdata

Specifies the market data required for a function to perform a calculation.

FunctionRequirements.Builder - Class in com.opengamma.strata.calc.marketdata

The bean-builder for FunctionRequirements.

FunctionRequirements.Meta - Class in com.opengamma.strata.calc.marketdata

The meta-bean for FunctionRequirements.

functionType() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta

The meta-property for the functionType property.

FunctionUtils - Class in com.opengamma.strata.calc.runner.function

Static utility methods useful when writing calculation functions.

futureExpiryDate() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

The meta-property for the futureExpiryDate property.

FutureOptionPremiumStyle - Enum in com.opengamma.strata.product.common

The style of premium for an option on a futures contract.

futurePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

The meta-property for the futurePrice property.

futurePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

The meta-property for the futurePrice property.

futuresConvexityFactor(LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Calculates the future convexity factor for the specified period at the future reference date.

futuresConvexityFactorAdjoint(LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Calculates the future convexity factor and its derivative for the specified period at the future reference date.

futureSecurityId() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

The meta-property for the futureSecurityId property.

futureSecurityId(SecurityId) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

Sets the ID of the underlying future.

futureSecurityId() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta

The meta-property for the futureSecurityId property.

fuzzyEquals(double[], double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Compares each element in the first array to the matching index in the second array within a tolerance.

fuzzyEqualsZero(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Compares each element in the array to zero within a tolerance.

FX_SWAP_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

The calibrator for ResolvedFxSwapTrade using par spread discounting.

FxConvertible<R> - Interface in com.opengamma.strata.basics.currency

Defines a standard mechanism for converting an object representing one or more monetary amounts to a single currency.

fxForwardRates() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta

The meta-property for the fxForwardRates property.

FxForwardRates - Interface in com.opengamma.strata.market.view

Provides access to rates for a currency pair.

fxForwardRates(CurrencyPair) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

fxForwardRates(CurrencyPair) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider

fxForwardRates(CurrencyPair) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the forward FX rates for a currency pair.

FxForwardSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to a forward rate of an FX rate for a currency pair.

FxForwardSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for FxForwardSensitivity.

FxIndex - Interface in com.opengamma.strata.basics.index

An index of foreign exchange rates.

FxIndexObservation - Class in com.opengamma.strata.basics.index

Information about a single observation of an FX index.

FxIndexObservation.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for FxIndexObservation.

FxIndexRates - Interface in com.opengamma.strata.market.view

Provides access to rates for an FX index.

fxIndexRates(FxIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

fxIndexRates(FxIndex) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider

fxIndexRates(FxIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the rates for an FX index.

FxIndexSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to a forward rate of an FX rate for an FX index.

FxIndexSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for FxIndexSensitivity.

FxIndices - Class in com.opengamma.strata.basics.index

Constants and implementations for standard foreign exchange indices.

FxMatrix - Class in com.opengamma.strata.basics.currency

A matrix of foreign exchange rates.

FxMatrix.Meta - Class in com.opengamma.strata.basics.currency

The meta-bean for FxMatrix.

FxMatrixBuilder - Class in com.opengamma.strata.basics.currency

A mutable builder class for FxMatrix.

FxNdf - Class in com.opengamma.strata.product.fx

A Non-Deliverable Forward (NDF).

FxNdf.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for FxNdf.

FxNdf.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxNdf.

FxNdfCalculationFunction - Class in com.opengamma.strata.function.calculation.fx

Perform calculations on a single FxNdfTrade for each of a set of scenarios.

FxNdfCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxNdfCalculationFunction

Creates an instance.

FxNdfFunctionGroups - Class in com.opengamma.strata.function.calculation.fx

Contains function groups for built-in FX Non-Deliverable Forward (NDF) calculation functions.

FxNdfTrade - Class in com.opengamma.strata.product.fx

A trade in a Non-Deliverable Forward (NDF).

FxNdfTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for FxNdfTrade.

FxNdfTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxNdfTrade.

FxOptionSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to an implied volatility for a FX option model.

FxOptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for FxOptionSensitivity.

fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix

Gets the FX rate for the specified currency pair.

FxRate - Class in com.opengamma.strata.basics.currency

A single foreign exchange rate between two currencies, such as 'EUR/USD 1.25'.

fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate

Gets the FX rate for the specified currency pair.

fxRate(Currency, Currency) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider

Gets the FX rate for the specified currency pair.

fxRate(CurrencyPair) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider

Gets the FX rate for the specified currency pair.

fxRate(Currency, Currency, int) - Method in class com.opengamma.strata.basics.currency.FxRatesArray

Returns the FX rate for the specified currency pair and scenario index.

fxRate(Currency, Currency) - Method in class com.opengamma.strata.calc.runner.function.result.ScenarioRateProvider

fxRate(Currency, Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the FX rate for the specified currency pair on the valuation date.

fxRate(CurrencyPair) - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the FX rate for the specified currency pair on the valuation date.

fxRate(Currency, Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

fxRate(Currency, Currency) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider

FxRate.Meta - Class in com.opengamma.strata.basics.currency

The meta-bean for FxRate.

FxRateConfig - Class in com.opengamma.strata.function.marketdata.fx

Configuration defining how to create FxRate instances from observable market data.

FxRateConfig.Builder - Class in com.opengamma.strata.function.marketdata.fx

The bean-builder for FxRateConfig.

FxRateConfig.Meta - Class in com.opengamma.strata.function.marketdata.fx

The meta-bean for FxRateConfig.

FxRateId - Class in com.opengamma.strata.basics.market

Identifies the market data for an FX rate.

FxRateId.Meta - Class in com.opengamma.strata.basics.market

The meta-bean for FxRateId.

FxRateKey - Class in com.opengamma.strata.basics.market

Market data key identifying an FX rate.

FxRateKey.Meta - Class in com.opengamma.strata.basics.market

The meta-bean for FxRateKey.

FxRateMarketDataFunction - Class in com.opengamma.strata.function.marketdata.fx

Function which builds FxRate instances from observable market data.

FxRateMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.fx.FxRateMarketDataFunction

FxRateProvider - Interface in com.opengamma.strata.basics.currency

A provider of FX rates.

fxRateProvider() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta

The meta-property for the fxRateProvider property.

fxRateProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

The meta-property for the fxRateProvider property.

fxRateProvider(FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Sets the FX rate provider.

FxRatesArray - Class in com.opengamma.strata.basics.currency

A set of FX rates between two currencies containing rates for multiple scenarios.

FxRatesArray.Meta - Class in com.opengamma.strata.basics.currency

The meta-bean for FxRatesArray.

FxRatesCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of FX rates into memory from CSV resources.

FxReset - Class in com.opengamma.strata.product.swap

An FX rate conversion for the notional amount of a swap leg.

fxReset(FxResetCalculation) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the FX reset definition, optional.

fxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the fxReset property.

fxReset(FxReset) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the FX reset definition, optional.

fxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the fxReset property.

FxReset.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for FxReset.

FxReset.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for FxReset.

FxResetCalculation - Class in com.opengamma.strata.product.swap

Defines the calculation of an FX rate conversion for the notional amount of a swap leg.

FxResetCalculation.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for FxResetCalculation.

FxResetCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for FxResetCalculation.

FxResetFixingRelativeTo - Enum in com.opengamma.strata.product.swap

The base date that each FX reset fixing is made relative to.

FxResetNotionalExchange - Class in com.opengamma.strata.product.swap

An exchange of notionals between two counterparties where FX reset applies.

FxResetNotionalExchange.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for FxResetNotionalExchange.

FxResetNotionalExchange.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for FxResetNotionalExchange.

FxSingle - Class in com.opengamma.strata.product.fx

A single foreign exchange, such as an FX forward or FX spot.

FxSingle.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxSingle.

FxSingleCalculationFunction - Class in com.opengamma.strata.function.calculation.fx

Perform calculations on a single FxSingleTrade for each of a set of scenarios.

FxSingleCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSingleCalculationFunction

Creates an instance.

FxSingleFunctionGroups - Class in com.opengamma.strata.function.calculation.fx

Contains function groups for built-in FX calculation functions.

FxSingleTrade - Class in com.opengamma.strata.product.fx

A foreign exchange trade, such as an FX forward or FX spot.

FxSingleTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for FxSingleTrade.

FxSingleTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxSingleTrade.

FxSwap - Class in com.opengamma.strata.product.fx

An FX swap.

FxSwap.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxSwap.

FxSwapCalculationFunction - Class in com.opengamma.strata.function.calculation.fx

Perform calculations on a single FxSwapTrade for each of a set of scenarios.

FxSwapCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSwapCalculationFunction

Creates an instance.

FxSwapConvention - Interface in com.opengamma.strata.product.fx.type

A market convention for FX Swap trades.

FxSwapConventions - Class in com.opengamma.strata.product.fx.type

Market standard FX swap conventions.

FxSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is an FX Swap.

FxSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for FxSwapCurveNode.

FxSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for FxSwapCurveNode.

FxSwapFunctionGroups - Class in com.opengamma.strata.function.calculation.fx

Contains function groups for built-in FX swap calculation functions.

FxSwapTemplate - Class in com.opengamma.strata.product.fx.type

A template for creating an FX swap trade.

FxSwapTemplate.Builder - Class in com.opengamma.strata.product.fx.type

The bean-builder for FxSwapTemplate.

FxSwapTemplate.Meta - Class in com.opengamma.strata.product.fx.type

The meta-bean for FxSwapTemplate.

FxSwapTrade - Class in com.opengamma.strata.product.fx

A trade in an FX swap.

FxSwapTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for FxSwapTrade.

FxSwapTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxSwapTrade.

FxVanillaOption - Class in com.opengamma.strata.product.fx

A vanilla FX option.

FxVanillaOption.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for FxVanillaOption.

FxVanillaOption.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxVanillaOption.

FxVanillaOptionTrade - Class in com.opengamma.strata.product.fx

A trade in a vanilla FX option.

FxVanillaOptionTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for FxVanillaOptionTrade.

FxVanillaOptionTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for FxVanillaOptionTrade.

FxVolatilitySurfaceYearFractionNodeMetadata - Class in com.opengamma.strata.market.surface.meta

Surface node metadata for a surface node with a specific time to expiry and strike.

FxVolatilitySurfaceYearFractionNodeMetadata.Meta - Class in com.opengamma.strata.market.surface.meta

The meta-bean for FxVolatilitySurfaceYearFractionNodeMetadata.

G

gamma(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the gamma of the foreign exchange vanilla option product.

gammaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the gamma of the bond future option product.

gammaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the gamma of the bond future option product based on the price of the underlying future.

GB - Static variable in class com.opengamma.strata.basics.location.Country

The country 'GB' - United Kingdom.

GB_HICP - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The harmonized consumer price index for the United Kingdom, "Non-revised Harmonised Index of Consumer Prices".

GB_RPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for GB-RPI Price index.

GB_RPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The retail price index for the United Kingdom, "Non-revised Retail Price Index All Items in the United Kingdom".

GB_RPIX - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The retail price index for the United Kingdom excluding mortgage interest payments, "Non-revised Retail Price Index Excluding Mortgage Interest Payments in the United Kingdom".

GBLO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of London, United Kingdom, with code 'GBLO'.

GBP - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'GBP' - British pound.

GBP_DEPOSIT - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'GBP-Deposit' term deposit convention with T+0 settlement date.

GBP_EUR - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions

The "GBP/EUR" FX Swap convention.

GBP_EUR - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions

GBP/EUR convention with 2 days spot date.

GBP_EUROPEAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

The 'GBP-European' CDS convention.

GBP_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'GBP-FIXED-1Y-LIBOR-3M' swap convention.

GBP_FIXED_1Y_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'GBP-FIXED-1Y-SONIA-OIS' swap convention.

GBP_FIXED_6M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'GBP-FIXED-6M-LIBOR-6M' swap convention.

GBP_FIXED_TERM_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'GBP-FIXED-TERM-SONIA-OIS' swap convention.

GBP_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions

The 'GBP-ISDA' curve.

GBP_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for GBP-LIBOR.

GBP_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 10 years.

GBP_LIBOR_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 12 years.

GBP_LIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 15 years.

GBP_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 1 year.

GBP_LIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 20 years.

GBP_LIBOR_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 25 years.

GBP_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 2 years.

GBP_LIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 30 years.

GBP_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 3 years.

GBP_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 4 years.

GBP_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 5 years.

GBP_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 6 years.

GBP_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 7 years.

GBP_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 8 years.

GBP_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

GBP Rates 1100 for tenor of 9 years.

GBP_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month LIBOR index for GBP.

GBP_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month LIBOR index for GBP.

GBP_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week LIBOR index for GBP.

GBP_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month LIBOR index for GBP.

GBP_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month LIBOR index for GBP.

GBP_LIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions

The 'GBP-LIBOR-3M-USD-LIBOR-3M' swap convention.

GBP_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month LIBOR index for GBP.

GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for GBP-SONIA Overnight index.

GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The SONIA index for GBP.

GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions

The "GBP/USD" FX Swap convention.

GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions

GBP/USD convention with 2 days spot date.

GBP_USD_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from GBP to USD, as defined by the WM company "Closing Spot rates".

GEARING - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The gearing, that the rate is multiplied by.

gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the gearing multiplier, optional.

gearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the gearing property.

gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

Sets the gearing multiplier, optional.

gearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

The meta-property for the gearing property.

gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the gearing multiplier, optional.

gearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the gearing property.

gearing(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the gearing multiplier, defaulted to 1.

gearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the gearing property.

generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>) - Method in class com.opengamma.strata.pricer.calibration.ImmutableRatesProviderGenerator

generate(DoubleArray) - Method in interface com.opengamma.strata.pricer.calibration.RatesProviderGenerator

Generates a rates provider from a set of parameters.

generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>) - Method in interface com.opengamma.strata.pricer.calibration.RatesProviderGenerator

Generates a rates provider from a set of parameters and calibration information.

GenericSecurity - Class in com.opengamma.strata.product

A generic security, defined in terms of the value of each tick.

GenericSecurity.Meta - Class in com.opengamma.strata.product

The meta-bean for GenericSecurity.

GenericSecurityCalculationFunction - Class in com.opengamma.strata.function.calculation.security

Perform calculations on a single GenericSecurityTrade for each of a set of scenarios.

GenericSecurityCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.security.GenericSecurityCalculationFunction

Creates an instance.

GenericSecurityFunctionGroups - Class in com.opengamma.strata.function.calculation.security

Contains function groups for built-in generic security calculation functions.

GenericSecurityTrade - Class in com.opengamma.strata.product

A trade representing the purchase or sale of a security, where the security is embedded ready for mark-to-market pricing.

GenericSecurityTrade.Builder - Class in com.opengamma.strata.product

The bean-builder for GenericSecurityTrade.

GenericSecurityTrade.Meta - Class in com.opengamma.strata.product

The meta-bean for GenericSecurityTrade.

GenericVolatilitySurfaceYearFractionMetadata - Class in com.opengamma.strata.market.surface.meta

Surface node metadata for a generic volatility surface node with a specific time to expiry and strike.

GenericVolatilitySurfaceYearFractionMetadata.Meta - Class in com.opengamma.strata.market.surface.meta

The meta-bean for GenericVolatilitySurfaceYearFractionMetadata.

get(String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

get(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

get(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

get(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

get(TemporalUnit) - Method in class com.opengamma.strata.basics.date.Tenor

Gets the value of the specified unit.

get(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

get(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

get(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

get(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

get(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

get(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

get(String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder

get(String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder

get(TemporalUnit) - Method in class com.opengamma.strata.basics.schedule.Frequency

Gets the value of the specified unit.

get(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

get(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

get(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

get(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

get(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

get(String) - Method in class com.opengamma.strata.calc.CalculationRules.Builder

get(String) - Method in class com.opengamma.strata.calc.Column.Builder

get(String) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder

get(Class<T>, String) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

Returns the configuration object with the specified type and name if available.

get(Class<T>, TypedString<?>) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

Returns the configuration object with the specified type and name if available.

get(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

Returns an item of configuration that is the default of its type.

get(String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

get(String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder

get(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

get(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

get(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

get(String) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

get(int) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

get(int) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

get(int) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Returns a MultiCurrencyAmount at the specified index.

get(int) - Method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult

Returns the value at the specified index.

get(int) - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult

get(int) - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray

get(String) - Method in class com.opengamma.strata.calc.runner.Results.Builder

get(int, int) - Method in class com.opengamma.strata.calc.runner.Results

Returns the results for a target and column for a set of scenarios.

get(int) - Method in class com.opengamma.strata.collect.array.DoubleArray

Gets the value at the specified index in this array.

get(int, int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the value at the specified row and column in this matrix.

get() - Method in interface com.opengamma.strata.collect.function.CheckedSupplier

Gets a result.

get(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Gets the value associated with the specified date.

get(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Gets the value associated with the specified date.

get(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

get(String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder

get(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

get(String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

get(String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

get(String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder

get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

get(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

get(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMap

Gets a value by key.

get(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

get(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

get(String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

get(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

get(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

get(String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

get(String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

get(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

get(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

get(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

get(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

get(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

get(String) - Method in class com.opengamma.strata.product.credit.Cds.Builder

get(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

get(String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder

get(String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

get(String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder

get(String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

get(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

get(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.equity.Equity.Builder

get(String) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder

get(String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fra.Fra.Builder

get(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

get(String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

get(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

get(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

get(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder

get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

get(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

get(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

get(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder

get(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder

get(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

get(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

get(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

get(String) - Method in class com.opengamma.strata.product.SecurityTrade.Builder

get(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

get(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder

get(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.FxReset.Builder

get(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

get(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

get(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

get(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder

get(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

get(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

get(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

get(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

get(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder

get(String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

get(String) - Method in class com.opengamma.strata.product.swap.Swap.Builder

get(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

get(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

get(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

get(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

get(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

get(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

getAbsoluteTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

Gets the absolute tolerance for the root finder.

getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the business day adjustment to apply to accrual schedule dates.

getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the business day adjustment to apply to accrual schedule dates.

getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the business day adjustment to apply to accrual schedule dates.

getAccrualDayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the day count convention to be used for calculating the accrual.

getAccrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the accrual factor, defaulted from the index if not set.

getAccrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the accrual factor, defaulted from the index if not set.

getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the periodic frequency of accrual.

getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the periodic frequency of accrual.

getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the periodic frequency of accrual.

getAccrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the method of accruing overnight interest, defaulted to 'Compounded'.

getAccrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the method of accruing overnight interest, defaulted to 'Compounded'.

getAccrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the accrual periods that combine to form the payment period.

getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the accrual schedule.

getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the accrual schedule.

getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the accrual schedule.

getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the accrual schedule.

getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets the accrual period schedule.

getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets the accrual schedule.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the additional spread added to the price.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the additional spread added to the market quote.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the additional spread added to the rate.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the additional spread added to the market quote.

getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the additional spread added to the market quote.

getAdditionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Gets the addition convention to apply.

getAdditionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Gets the addition convention to apply.

getAdjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate

Gets the business day adjustment that is to be applied to the unadjusted date.

getAdjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Gets the business day adjustment that is performed to the result of the addition.

getAdjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Gets the business day adjustment that is performed to the result of the addition.

getAdjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Gets the business day adjustment that is performed to the result of the addition.

getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the FX rate agreed for the value date at the inception of the trade.

getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the FX rate agreed for the value date at the inception of the trade.

getAlphaSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Gets the value of the alpha sensitivity.

getAmount() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Gets the amount of the currency.

getAmount(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Gets the CurrencyAmount for the specified currency.

getAmount() - Method in class com.opengamma.strata.basics.currency.Payment

Gets the amount of the payment.

getAmount() - Method in interface com.opengamma.strata.market.amount.LegAmount

Gets the amount associated with the leg.

getAmount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Gets the amount associated with the leg.

getAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets the known amount schedule.

getAmount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the notional amount.

getAmounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Gets the set of currency amounts.

getAmounts() - Method in class com.opengamma.strata.market.amount.LegAmounts

Gets the leg amounts.

getArguments() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup

Returns the constructor arguments used when creating function instances.

getAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Gets an attribute by name, throwing an exception if not found.

getAttribute(SecurityAttributeType<T>) - Method in class com.opengamma.strata.product.SecurityInfo

Gets the attribute associated with the specified type.

getAttribute(TradeAttributeType<T>) - Method in class com.opengamma.strata.product.TradeInfo

Gets the attribute associated with the specified type.

getAttributes() - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the attributes.

getAttributes() - Method in class com.opengamma.strata.product.SecurityInfo

Gets the security attributes.

getAttributes() - Method in class com.opengamma.strata.product.TradeInfo

Gets the trade attributes.

getAvailableCountries() - Static method in class com.opengamma.strata.basics.location.Country

Obtains the set of available countries.

getAvailableCurrencies() - Static method in class com.opengamma.strata.basics.currency.Currency

Obtains the set of configured currencies.

getAvailablePairs() - Static method in class com.opengamma.strata.basics.currency.CurrencyPair

Obtains the set of configured currency pairs.

getAveragingMethod() - Method in class com.opengamma.strata.product.swap.ResetSchedule

Gets the rate averaging method, defaulted to 'Unweighted'.

getBase() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Gets the base currency of the pair.

getBaseCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the amount in the base currency, positive if receiving, negative if paying.

getBaseCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

Gets the discount factors for the base currency of the currency pair.

getBaseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Gets the payment in the base currency, positive if receiving, negative if paying.

getBetaSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Gets the value of the beta sensitivity.

getBondGroup() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

Gets the bond group.

getBondGroup() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Gets the bond group.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the business day adjustment to apply.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.Cds

Gets the business day adjustment to apply to the start and end dates.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the business day adjustment to apply to the start and end dates.

getBusinessDayAdjustment() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the business day adjustment.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the business day adjustment.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the business day adjustment to apply to the start and end date, optional.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the business day adjustment to apply to the start and end date, optional.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Gets the business day adjustment to apply to the start and end date.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra

Gets the business day adjustment to apply to the start and end date, optional.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Gets the business day adjustment to apply to the reference date.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the business day adjustment to apply, optional.

getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule

Gets the business day adjustment to apply to each reset date.

getBusinessDayConvention() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

Gets the applicable business day convention for any underlying instruments.

getBuySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets whether the Ibor fixing deposit is 'Buy' or 'Sell'.

getBuySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets whether the term deposit is 'Buy' or 'Sell'.

getBuySell() - Method in class com.opengamma.strata.product.fra.Fra

Gets whether the FRA is buy or sell.

getBuySellProtection() - Method in class com.opengamma.strata.product.credit.Cds

Gets whether the CDS is buy or sell.

getBuySellProtection() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets whether the CDS is buy or sell.

getByteSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator

Gets the byte source to access the resource.

getCalculation() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the interest rate accrual calculation.

getCalculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets the interest rate accrual calculation.

getCalculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the calculation results.

getCalendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Gets the calendar that defines holidays and business days.

getCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Gets the holiday calendar that defines the meaning of a day when performing the addition.

getCalibrator() - Method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator

Gets the curve calibrator.

getCapFloorLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

Gets the Ibor cap/floor leg of the product.

getCapFloorLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

Gets the Ibor cap/floor leg of the product.

getCaplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the optional caplet strike.

getCaplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the optional caplet strike.

getCapletFloorletPeriods() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets the periodic payments based on the successive observed values of an Ibor index.

getCapSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the cap schedule, optional.

getCapSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the cap schedule, optional.

getCashFlow(int) - Method in class com.opengamma.strata.market.amount.CashFlows

Gets the cash flow by index.

getCashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows

Gets the cash flows.

getCashSettlementMethod() - Method in class com.opengamma.strata.product.swaption.CashSettlement

Gets the cash settlement method.

getCategory() - Method in class com.opengamma.strata.report.framework.format.FormatSettings

Gets the category of this type.

getCauseType() - Method in class com.opengamma.strata.collect.result.FailureItem

Gets the type of the exception that caused the failure, not present if it wasn't caused by an exception.

getCdsConvention() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Gets the underlying convention.

getCdsDateSet(LocalDate, Period[]) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic

Gets a set of CDS dates fixed periods from an initial CDS date.

getCdsDateSet(LocalDate, int) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic

Gets a complete set of CDS dates from some starting CDS date.

getCharSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator

Gets the char source to access the resource using UTF-8.

getCharSource(Charset) - Method in class com.opengamma.strata.collect.io.ResourceLocator

Gets the char source to access the resource specifying the character set.

getChild(int) - Method in class com.opengamma.strata.collect.io.XmlElement

Gets a child element by index.

getChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the child element with the specified name, throwing an exception if not found or more than one.

getChildren() - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the child elements.

getChildren(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the child elements matching the specified name.

getCmsLeg() - Method in class com.opengamma.strata.product.cms.Cms

Gets the CMS leg of the product.

getCmsLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms

Gets the CMS leg of the product.

getCmsPeriods() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Gets the periodic payments based on the successive observed values of a swap index.

getCmsPeriodType() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Obtains the type of the CMS period.

getCode() - Method in class com.opengamma.strata.basics.currency.Currency

Gets the three letter ISO code.

getCode() - Method in class com.opengamma.strata.basics.location.Country

Gets the two letter ISO code.

getColumnCount() - Method in class com.opengamma.strata.calc.runner.Results

Gets the number of columns in the results.

getColumnCount() - Method in interface com.opengamma.strata.report.Report

Gets the number of columns in the report table.

getColumnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Gets the column headers.

getColumnHeaders() - Method in interface com.opengamma.strata.report.Report

Gets the report column headers.

getColumnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport

Gets the column headers.

getColumnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult

Gets the column index of the value in the results grid.

getColumnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Gets the keys corresponding to the columns.

getColumns() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

Gets the columns that will be calculated.

getColumns() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the columns contained in the results.

getColumns() - Method in class com.opengamma.strata.report.trade.TradeReport

Gets the report columns, which may contain information required for formatting.

getColumns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

Gets the columns in the report.

getColumnTypes(CashFlowReport) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter

getColumnTypes(R) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter

Gets the type of the data in each report column.

getColumnTypes(TradeReport) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter

getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the compounding method to use when there is more than one accrual period, defaulted to 'None'.

getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the compounding method to use when there is more than one accrual period, default is 'None'.

getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.

getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.

getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.

getContent() - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the element content.

getContractSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo

Gets the size of each contract.

getConvention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Gets the convention used to the adjust the date if it does not fall on a business day.

getConvention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Gets the convention of the swap for which the data is valid.

getConvention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

Gets the convention of the swap for which the data is valid.

getConvention() - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Gets the convention of the swap for which the data is valid.

getConvention() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

Gets the swap convention.

getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

Gets the swap convention.

getConvention() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the swap convention.

getConvention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Gets the underlying Ibor fixing deposit convention.

getConvention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Gets the underlying term deposit convention.

getConvention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

Gets the underlying FRA convention.

getConvention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Gets the underlying FX Swap convention.

getConvention() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Gets the underlying futures convention.

getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Gets the market convention of the swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Gets the market convention of the swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Gets the market convention of the swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Gets the market convention of the swap.

getConvention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Gets the market convention of the swap.

getConversionFactors() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the conversion factor for each bond in the basket.

getConversionFactors() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the conversion factor for each bond in the basket.

getConversionFactors() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the conversion factor for each bond in the basket.

getCounter() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Gets the counter currency of the pair.

getCounterCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the amount in the counter currency, positive if receiving, negative if paying.

getCounterCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

Gets the discount factors for the counter currency of the currency pair.

getCounterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Gets the payment in the counter currency, positive if receiving, negative if paying.

getCounterparty() - Method in class com.opengamma.strata.product.TradeInfo

Gets the counterparty identifier, optional.

getCoupon() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

Gets the coupon.

getCoupon() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the coupon used to calculate fee payments.

getCreditCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Gets the tenor at each curve node.

getCurrencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix

Returns the set of currencies held within this matrix.

getCurrencies() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Gets the set of stored currencies.

getCurrencies() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Returns the set of currencies for which this object contains values.

getCurrency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.basics.currency.Payment

Gets the currency of the payment.

getCurrency() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

Gets the currency of the Ibor index.

getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the currency of the index.

getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the currency of the index.

getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Gets the currency of the index.

getCurrency() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the currency of the Overnight index.

getCurrency() - Method in interface com.opengamma.strata.basics.index.PriceIndex

Gets the currency of the index.

getCurrency() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

Gets the currency of the Ibor index.

getCurrency() - Method in interface com.opengamma.strata.basics.index.RateIndex

Gets the currency of the index.

getCurrency() - Method in class com.opengamma.strata.calc.config.ReportingCurrency

Gets the currency if the type is 'Specific'.

getCurrency() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

Gets the currency of the values.

getCurrency() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

Gets the currency matched by this filter.

getCurrency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Gets the currency of the leg.

getCurrency() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.id.DiscountCurveId

Gets the currency of the discount factor curve that is required.

getCurrency() - Method in class com.opengamma.strata.market.id.IborIndexCurveId

getCurrency() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

getCurrency() - Method in interface com.opengamma.strata.market.id.RateCurveId

Returns the currency of the curve.

getCurrency() - Method in class com.opengamma.strata.market.key.DiscountCurveKey

Gets the currency of the discount curve that is required.

getCurrency() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Gets the currency of the point sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Gets the currency of the sensitivity.

getCurrency() - Method in interface com.opengamma.strata.market.view.DiscountFactors

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

Gets the currency that the discount factors are for.

getCurrency() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

Gets the currency that the discount factors are for.

getCurrency() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

Gets the currency that the discount factors are for.

getCurrency() - Method in class com.opengamma.strata.product.bond.BondFuture

Obtains the currency of the underlying fixed coupon bonds.

getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOption

getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the currency that the future is traded in.

getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the currency that the future is traded in.

getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the currency that the bond is traded in.

getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the currency that the bond is traded in.

getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the currency that the bond is traded in.

getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the currency that the bond is traded in.

getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Obtains the currency of the underlying fixed coupon bonds.

getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the currency of the product.

getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the currency of the product.

getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the currency of the leg associated with the notional.

getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets the currency of the leg.

getCurrency() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the currency of the leg associated with the notional.

getCurrency() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Gets the currency of the leg.

getCurrency() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

Gets the currency of the reference.

getCurrency() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the currency.

getCurrency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the currency of the CDS.

getCurrency() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

Gets the currency that the yield curve can be used to discount.

getCurrency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the primary currency, defaulted to the currency of the index.

getCurrency() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the primary currency, providing a default result if no override specified.

getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Gets the primary currency.

getCurrency() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.equity.Equity

Gets the currency that the equity is traded in.

getCurrency() - Method in class com.opengamma.strata.product.equity.EquitySecurity

Gets the currency that the equity is traded in.

getCurrency() - Method in class com.opengamma.strata.product.fra.Fra

Gets the primary currency, defaulted to the currency of the index.

getCurrency() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the primary currency.

getCurrency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the primary currency, providing a default result if no override specified.

getCurrency() - Method in class com.opengamma.strata.product.GenericSecurityTrade

Gets the currency of the trade.

getCurrency() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the currency that the future is traded in, defaulted from the index if not set.

getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOption

getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the currency that the option is traded in.

getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

getCurrency() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the currency that the future is traded in.

getCurrency() - Method in class com.opengamma.strata.product.payment.BulletPayment

Gets the currency of this payment.

getCurrency() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

Gets the currency of this payment.

getCurrency() - Method in class com.opengamma.strata.product.rate.IborRateObservation

Gets the currency of the Ibor index.

getCurrency() - Method in interface com.opengamma.strata.product.SecuritizedProduct

Gets the currency that the security is traded in.

getCurrency() - Method in interface com.opengamma.strata.product.SecuritizedProductTrade

Gets the currency of the trade.

getCurrency() - Method in interface com.opengamma.strata.product.Security

Gets the currency that the security is traded in.

getCurrency() - Method in class com.opengamma.strata.product.SecurityPriceInfo

Gets the currency that the security is traded in.

getCurrency() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

Gets the currency of the underlying swap.

getCurrency() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity

getCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the payment currency.

getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets the currency of the swap leg.

getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalExchange

Gets the currency of the event.

getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the currency of the swap leg associated with the notional.

getCurrency() - Method in interface com.opengamma.strata.product.swap.PaymentEvent

Gets the currency of the payment resulting from the event.

getCurrency() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod

Gets the currency of the payment resulting from the period.

getCurrency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

getCurrency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the primary currency of the payment period.

getCurrency() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

getCurrency() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture

Gets the currency of the underlying swap.

getCurrency() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets the primary currency of the swap leg.

getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Gets the currency of the leg.

getCurrency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the leg currency.

getCurrency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the leg currency, optional with defaulting getter.

getCurrency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the leg currency, optional with defaulting getter.

getCurrency() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets the currency of the swaption.

getCurrency() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the currency of the swaption.

getCurrencyPair() - Method in interface com.opengamma.strata.basics.index.FxIndex

Gets the currency pair of the index.

getCurrencyPair() - Method in class com.opengamma.strata.basics.index.FxIndexObservation

Gets the currency pair of the FX index.

getCurrencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Gets the currency pair.

getCurrencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

Gets the currency pair for which the sensitivity is computed.

getCurrencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

Gets the currency pair for which the sensitivity is presented.

getCurrencyPair() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

Gets the currency pair that describes the node.

getCurrencyPair() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

Gets the currency pair that the rates are for.

getCurrencyPair() - Method in interface com.opengamma.strata.market.view.FxForwardRates

Gets the currency pair.

getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

Gets the currency pair for which the volatility data are presented.

getCurrencyPair() - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider

Gets the currency pair of the provider.

getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

Gets the currency pair for which the volatility data are presented.

getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets currency pair of the base currency and counter currency.

getCurrencyPair() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Gets currency pair of the base currency and counter currency.

getCurrencyPair() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Gets the currency pair of the convention.

getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Gets the currency pair of the template.

getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Gets the currency pair associated with the convention.

getCurrencyPair() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the currency pair of the convention.

getCurrencyPair() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Gets the currency pair of the template.

getCurve() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

Gets the underlying curve.

getCurve() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

Gets the underlying curve.

getCurve() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates

Gets the underlying forward curve.

getCurve() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

Gets the underlying curve.

getCurve() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

Gets the underlying curve.

getCurve() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

Gets the volatility term structure.

getCurveConvention() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Gets the underlying convention.

getCurveCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Gets the total number of curves.

getCurveCurrency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

Gets the currency of the curve for which the sensitivity is computed.

getCurveCurrency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

Gets the currency of the curve for which the sensitivity is computed.

getCurveCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

Gets the currency of the curve for which the sensitivity is computed.

getCurveDefinitions() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Gets definitions which specify how the curves are calibrated.

getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

Gets the name of the curve group from which discounting curves should be taken.

getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

Gets the name of the curve group from which the curve should be taken.

getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

Gets the name of the curve group from which the curve should be taken.

getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping

Gets the name of the curve group from which curves should be taken.

getCurveGroupName() - Method in interface com.opengamma.strata.market.id.CurveId

Returns the name of the curve group to which the curve belongs.

getCurveGroupName() - Method in class com.opengamma.strata.market.id.CurveInputsId

Gets the name of the curve group containing the curve.

getCurveGroupName() - Method in class com.opengamma.strata.market.id.DiscountCurveId

Gets the name of the curve group containing the curve.

getCurveGroupName() - Method in class com.opengamma.strata.market.id.IborIndexCurveId

Gets the name of the curve group containing the curve.

getCurveGroupName() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

Gets the name of the curve group containing the curve.

getCurveGroupName() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId

Gets the name of the curve group containing the curve.

getCurveGroupName() - Method in class com.opengamma.strata.market.key.CurveInputsKey

Gets the name of the curve group containing the curve.

getCurveMetadata() - Method in class com.opengamma.strata.market.curve.CurveInputs

Gets the metadata for the curve.

getCurveMetaData() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Provide curve meta data to capture tenor and anchor point date information

getCurveMetaData() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Provides curve meta data to capture tenor and anchor point date information.

getCurveName() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

Gets the name of the curve matched by this filter.

getCurveName() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry

Gets the curve name.

getCurveName() - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the curve name.

getCurveName() - Method in class com.opengamma.strata.market.id.CurveInputsId

Gets the name of the curve.

getCurveName() - Method in class com.opengamma.strata.market.key.CurveInputsKey

Gets the name of the curve.

getCurveName() - Method in interface com.opengamma.strata.market.view.DiscountFactors

Gets the name of the underlying curve.

getCurveName() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

getCurveName() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

getCurveName() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

getCurveName() - Method in interface com.opengamma.strata.market.view.IborIndexRates

Gets the name of the underlying curve.

getCurveName() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Gets the name of the underlying curve.

getCurveName() - Method in interface com.opengamma.strata.market.view.OvernightIndexRates

Gets the name of the underlying curve.

getCurveName() - Method in interface com.opengamma.strata.market.view.PriceIndexValues

Gets the name of the underlying curve.

getCurveName() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Gets the name of the underlying curve.

getCurveName() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

getCurveName() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates

getCurveName() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

getCurveName() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

getData() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Gets the cashflow data table.

getData() - Method in class com.opengamma.strata.report.trade.TradeReport

Gets the calculation results.

getDate() - Method in class com.opengamma.strata.basics.currency.Payment

Gets the date that the payment is made.

getDate() - Method in class com.opengamma.strata.basics.value.ValueStep

Gets the date of the schedule period boundary at which the change occurs.

getDate() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Gets the date.

getDate() - Method in interface com.opengamma.strata.market.curve.DatedCurveParameterMetadata

Gets the date of the curve node.

getDate() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

Gets the date of the curve node.

getDate() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

Gets the date of the curve node.

getDate() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

Gets the date of the curve node.

getDate() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate

Gets the node date if the type is 'Fixed'.

getDate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getDate() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

Gets the date that was looked up on the curve.

getDate() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

Gets the date that was looked up on the curve.

getDate() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

Gets the date that was looked up on the curve.

getDate() - Method in class com.opengamma.strata.product.payment.BulletPayment

Gets the date that the payment is made.

getDateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Gets the sequence of dates that the future is based on.

getDayCount() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the day count convention of the index.

getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the day count convention.

getDayCount() - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the day count convention of the index.

getDayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the day count, optional.

getDayCount() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the day count, optional.

getDayCount() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the day count, optional.

getDayCount() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

Gets the day count applicable to the model.

getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

Gets the day count applicable to the model.

getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

Gets the day count applicable to the model.

getDayCount() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

Gets the day count applicable to the model.

getDayCount() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

Gets the day count applicable to the model.

getDayCount() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Gets the day count applicable to the model.

getDayCount() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

Gets the day count applicable to the model.

getDayCount() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

Gets the day count applicable to the model.

getDayCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

Gets the day count convention of the surface expiry dimension.

getDayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the day count applicable to the model.

getDayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the day count of the period.

getDayCount() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

Gets the day count convention.

getDayCount() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the day count convention applicable, defaulted to the day count of the index.

getDayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the day count convention applicable, providing a default result if no override specified.

getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.fra.Fra

Gets the day count convention applicable, defaulted to the day count of the index.

getDayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the day count convention applicable, providing a default result if no override specified.

getDayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

getDayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the day count convention.

getDayCount() - Method in interface com.opengamma.strata.product.swap.RateCalculation

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the day count convention.

getDayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the day count convention applicable.

getDayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the day count convention applicable, providing a default result if no override specified.

getDayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the day count convention applicable, providing a default result if no override specified.

getDays() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Gets the number of days to be added.

getDecimalPlaces() - Method in class com.opengamma.strata.basics.value.HalfUpRounding

Gets the number of decimal places to round to.

getDefinition() - Method in exception com.opengamma.strata.basics.schedule.ScheduleException

Gets the invalid schedule definition.

getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the basket of deliverable bonds.

getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the basket of deliverable bonds.

getDeliveryBasketIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the basket of deliverable bonds.

getDeliveryDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

Gets the delivery date.

getDeliveryDate() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture

Gets the delivery date.

getDelta() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters

Gets the delta of the different data points.

getDelta() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure

Gets delta values.

getDeltaFull() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure

Computes full delta for all strikes including put delta absolute value.

getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Gets the period between the start date and the end date.

getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Gets the period between the start date and the end date.

getDerivative(int) - Method in class com.opengamma.strata.basics.value.ValueDerivatives

Gets the derivative of the variable with respect to an input.

getDerivatives() - Method in class com.opengamma.strata.basics.value.ValueDerivatives

Gets the derivatives of the variable with respect to some inputs.

getDetachmentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the detachment date.

getDetachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the detachment date.

getDiscountCurrencies() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry

Gets the currencies for which the curve provides discount rates.

getDiscountCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup

Gets the discount curves in the group, keyed by currency.

getDiscountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Gets the discount curves, defaulted to an empty map.

getDiscountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow

Gets the discount factor.

getDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

Gets the underlying discount factor curve.

getDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

Gets the underlying discount factor curve.

getDiscountFactors() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Gets the underlying discount factors for a single currency.

getDiscountFactors() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Gets the underlying discount factors for a single currency.

getDiscounting() - Method in class com.opengamma.strata.product.fra.Fra

Gets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.

getDiscounting() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the method to use for discounting.

getDiscounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the method to use for discounting, providing a default result if no override specified.

getDiscountingFxSingleProductPricer() - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Returns the pricer used to price the underlying FX product.

getEarliestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Get the earliest date contained in this time-series.

getEarliestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Get the value held for the earliest date contained in this time-series.

getEffectiveDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

Gets the effective date of the investment implied by the fixing date.

getEffectiveDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the effective date of the investment implied by the fixing date.

getEffectiveDate() - Method in class com.opengamma.strata.product.rate.IborRateObservation

Gets the effective date.

getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the adjustment applied to the fixing date to obtain the effective date.

getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the adjustment applied to the fixing date to obtain the effective date.

getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the number of days to add to the fixing date to obtain the effective date.

getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the number of days to add to the fixing date to obtain the effective date.

getEndDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo

Gets the end date of the schedule.

getEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the end date, which is the end of the last schedule period.

getEndDate() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the end date of the schedule.

getEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Gets the end date of this period, used for financial calculations such as interest accrual.

getEndDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

Gets the end date of the period.

getEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the end date of the product.

getEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the end date of the product.

getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the accrual end date of the leg.

getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets the accrual end date of the leg.

getEndDate() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the accrual end date of the leg.

getEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Gets the end date of the leg.

getEndDate() - Method in class com.opengamma.strata.product.credit.Cds

Gets the scheduled date on which the credit protection will lapse.

getEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the date that the contract expires and protection ends.

getEndDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the end date of the deposit.

getEndDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the end date of the deposit.

getEndDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the end date of the deposit.

getEndDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the end date of the deposit.

getEndDate() - Method in class com.opengamma.strata.product.fra.Fra

Gets the end date, which is the termination date of the FRA.

getEndDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the end date, which is the termination date of the FRA.

getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Gets the fixing date associated with the end date of the accrual period.

getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Gets the fixing date associated with the end date of the accrual period.

getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

Gets the end date of the payment period.

getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

getEndDate() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod

Gets the end date of the period.

getEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the end date of the accrual period.

getEndDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

getEndDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the accrual end date of the period.

getEndDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

getEndDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the accrual end date of the swap.

getEndDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets the accrual end date of the leg.

getEndDate() - Method in class com.opengamma.strata.product.swap.Swap

Gets the accrual end date of the swap.

getEndDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Gets the accrual end date of the leg.

getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional business day adjustment to apply to the end date.

getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the business day adjustment to apply to the end date, providing a default result if no override specified.

getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the business day adjustment to apply to the end date, providing a default result if no override specified.

getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the business day adjustment to apply to the end date, providing a default result if no override specified.

getEndDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Gets the end date at each curve node.

getEndDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Gets the end date at each curve node.

getEndExclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange

Gets the end date, exclusive.

getEndInclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange

Gets the end date, inclusive.

getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation

Gets the observation at the end.

getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation

Gets the observation at the end.

getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

Gets the observation at the end.

getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

Gets the observation at the end.

getEndSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation

Gets the observation for interpolation at the end.

getEndSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

Gets the observation for interpolation at the end.

getEntries() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Gets the configuration for building the curves in the group.

getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets ex-coupon period.

getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets ex-coupon period.

getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets ex-coupon period.

getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets ex-coupon period.

getExpiry() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

Gets the expiry date-time of the option.

getExpiry() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

Gets the expiry date/time of the option.

getExpiry() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

Gets the expiry date-time of the option.

getExpiry() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Gets the expiry date/time of the option.

getExpiry() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

Gets the expiry date/time of the option.

getExpiry() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the expiry date-time.

getExpiry() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the expiry of the option.

getExpiry() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Gets the expiry date-time.

getExpiry() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption

Gets the expiry date-time of the option.

getExpiry() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the expiry date-time.

getExpiry() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the expiry of the option.

getExpiry() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets the expiry date-time of the option.

getExpiry() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the expiry date-time.

getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets the expiry date of the option.

getExpiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the expiry date of the option.

getExpiryDateTime() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

Gets the expiry zoned date time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the expiry time of the option.

getExpiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the expiry time of the option.

getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the time-zone of the expiry time.

getExpiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the time-zone of the expiry time.

getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the extrapolator for x-values on the left, defaulted to 'Flat".

getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the extrapolator used to find points to the left of the leftmost point on the curve.

getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the extrapolator for x-values on the right, defaulted to 'Flat".

getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the extrapolator used to find points to the right of the rightmost point on the curve.

getFailure() - Method in exception com.opengamma.strata.collect.result.FailureException

Returns the details of the failure.

getFailure() - Method in class com.opengamma.strata.collect.result.Result

Returns the failure instance indicating the reason why the calculation failed.

getFarForwardPointsKey() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the key identifying the market data value which provides the FX forward points.

getFarLeg() - Method in class com.opengamma.strata.product.fx.FxSwap

Gets the foreign exchange transaction at the later date.

getFarLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap

Gets the foreign exchange transaction at the later date.

getFeeLeg() - Method in class com.opengamma.strata.product.credit.Cds

Gets the fee leg.

getField(String) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header.

getField(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow

Gets a single field value from the row by header pattern.

getFieldName() - Method in interface com.opengamma.strata.basics.market.ObservableId

Gets the field name in the market data record that contains the market data item.

getFieldName() - Method in interface com.opengamma.strata.basics.market.ObservableKey

Gets the field name in the market data record that contains the market data item.

getFieldName() - Method in class com.opengamma.strata.market.id.IndexRateId

Gets the field name in the market data record that contains the market data item, for example market value.

getFieldName() - Method in class com.opengamma.strata.market.id.QuoteId

Gets the field name in the market data record that contains the data.

getFieldName() - Method in class com.opengamma.strata.market.key.IndexRateKey

Gets the field name in the market data record that is required.

getFieldName() - Method in class com.opengamma.strata.market.key.QuoteKey

Gets the field name in the market data record that is required.

getFilter() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

Gets the filter that decides whether the perturbation should be applied to a piece of market data.

getFinalStub() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the final stub if it exists.

getFinalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the rate to be used in final stub, optional.

getFirst() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.Pair

Gets the first element in this pair.

getFirst() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the first element in this pair.

getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the first delivery date.

getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the first delivery date.

getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the first delivery date.

getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the first notice date.

getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the first notice date.

getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the first notice date.

getFirstPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the first schedule period.

getFirstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the first rate of the first regular reset period, optional.

getFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional start date of the first regular schedule period, which is the end date of the initial stub.

getFixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

Gets the fixed curve.

getFixedDayCount() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

Gets the fixed leg day count convention for underlying swap instrument points on the curve.

getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Gets the market convention of the fixed leg.

getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Gets the market convention of the fixed leg.

getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Gets the market convention of the fixed leg.

getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Gets the market convention of the fixed leg.

getFixedPaymentFrequency() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

Gets the payment periodic frequency for the fixed leg of any underlying swap instruments.

getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the fixed coupon rate.

getFixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the fixed interest rate to be paid.

getFixedRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the fixed rate of interest.

getFixedRate() - Method in class com.opengamma.strata.product.fra.Fra

Gets the fixed rate of interest.

getFixedRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the fixed rate of interest.

getFixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

Gets the fixed rate for the fixing date, optional.

getFixedRate() - Method in class com.opengamma.strata.product.swap.StubCalculation

Gets the fixed rate to use in the stub.

getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.FxIndex

Gets the calendar that determines which dates are fixing dates.

getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the calendar that determines which dates are fixing dates.

getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Gets the calendar that determines which dates are fixing dates.

getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the calendar that determines which dates are fixing dates.

getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the calendar that the index uses.

getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the calendar that determines which dates are fixing dates.

getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Gets the resolved calendar that the index uses.

getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Gets the resolved calendar that the index uses.

getFixingDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation

Gets the date of the index fixing.

getFixingDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

Gets the date of the index fixing.

getFixingDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the date of the index fixing.

getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

Gets the underlying future last trading or fixing date.

getFixingDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the fixing date of the index.

getFixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the date of the index fixing.

getFixingDate() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the applicable fixing date.

getFixingDate() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

Gets the fixing date.

getFixingDate() - Method in class com.opengamma.strata.product.rate.IborRateObservation

Gets the fixing date.

getFixingDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the adjustment applied to the effective date to obtain the fixing date.

getFixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the adjustment applied to the effective date to obtain the fixing date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the offset of the fixing date from each adjusted reset date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the offset of the fixing date from the start date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the offset of the fixing date from the start date, providing a default result if no override specified.

getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra

Gets the offset of the fixing date from the start date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the offset of the fixing date from the start date, providing a default result if no override specified.

getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Gets the offset of the FX reset fixing date from each adjusted accrual date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the offset of the fixing date from each adjusted reset date.

getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

The offset of the fixing date from each adjusted reset date, providing a default result if no override specified.

getFixingDateTime() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the fixing date-time of the index.

getFixingMonth() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

Gets the fixing month.

getFixingRelativeTo() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.

getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Gets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.

getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.

getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the base date that each fixing is made relative to, optional with defaulting getter.

getFixings() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

Gets the time-series of fixings, defaulted to an empty time-series.

getFixings() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

Gets the time-series of fixings, defaulted to an empty time-series.

getFixings() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

Gets the time-series of fixings, defaulted to an empty time-series.

getFixings() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

Gets the monthly time-series of fixings.

getFixings() - Method in interface com.opengamma.strata.market.view.FxIndexRates

Gets the time-series of fixings for the index.

getFixings() - Method in interface com.opengamma.strata.market.view.IborIndexRates

Gets the time-series of fixings for the index.

getFixings() - Method in interface com.opengamma.strata.market.view.OvernightIndexRates

Gets the time-series of fixings for the index.

getFixings() - Method in interface com.opengamma.strata.market.view.PriceIndexValues

Gets the time-series of fixings for the index.

getFixings() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates

Gets the time-series of fixings, defaulted to an empty time-series.

getFixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

Gets the list of fixings.

getFixingTime() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the fixing time.

getFixingTime() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Gets the fixing time.

getFixingTime() - Method in interface com.opengamma.strata.product.swap.SwapIndex

Gets the fixing time of the index.

getFixingZone() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the fixing time-zone.

getFixingZone() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Gets the time-zone of the fixing time.

getFixingZone() - Method in interface com.opengamma.strata.product.swap.SwapIndex

Gets the time-zone of the fixing time.

getFlatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFlatFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the market convention of the floating leg that does not have the spread applied.

getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Gets the market convention of the floating leg.

getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Gets the market convention of the floating leg.

getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Gets the market convention of the floating leg.

getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Gets the market convention of the floating leg.

getFloatingRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the floating rate of interest.

getFloatingRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the floating rate of interest.

getFloorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the optional floorlet strike.

getFloorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the optional floorlet strike.

getFloorSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the floor schedule, optional.

getFloorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the floor schedule, optional.

getForecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow

Gets the forecast value of the cash flow.

getFormatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings

Gets the formatter to use to convert this type into a string.

getForward() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

Gets the underlying forward rate.

getForward() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

Gets the forward rate.

getForward() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

Gets the underlying swap forward rate.

getForwardCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup

Gets the forward curves in the group, keyed by index.

getFpmlRoot() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Gets the FpML root element.

getFraction() - Method in class com.opengamma.strata.basics.value.HalfUpRounding

Gets the fraction of the smallest decimal place to round to.

getFrequency() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo

Gets the periodic frequency of the schedule period.

getFrequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the regular periodic frequency to use.

getFrequency() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the periodic frequency used when building the schedule.

getFrequency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the frequency of the bond payments.

getFrequency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the frequency of the bond payments.

getFunctionArguments() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

Gets the arguments used when creating functions.

getFunctionConfig() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

Gets the functions in the group, keyed by the measure they calculate.

getFunctionGroup() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup

Returns the function group.

getFutureExpiryDate() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

Gets the expiry date of the underlying future.

getFutureIndex() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

getFutureIndex() - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider

Returns the index on which the underlying future is based.

getFuturePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

Gets the underlying future price.

getFuturePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

Gets the underlying future price.

getFutureSecurityId() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

Gets the index on which the underlying future fixes.

getFutureSecurityId() - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider

Returns the ID on which the underlying future is based.

getFutureSecurityId() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

Gets the ID of the underlying future.

getFxForwardRates() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

Gets the underlying FX forward rates.

getFxForwardRates() - Method in interface com.opengamma.strata.market.view.FxIndexRates

Gets the underlying FX forward rates.

getFxRateProvider() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

Gets the provider of FX rates.

getFxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the FX reset definition, optional.

getFxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the FX reset definition, optional.

getGearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the gearing multiplier, optional.

getGearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Gets the gearing multiplier, optional.

getGearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the gearing multiplier, optional.

getGearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the gearing multiplier, defaulted to 1.

getHeader() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

Gets the column header.

getHolidayCalendar() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

Gets the applicable holiday calendar for any instruments.

getHolidays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Gets the set of holiday dates.

getIborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the rate to be observed.

getIborRate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the Ibor rate observation.

getId() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Gets the identifier for the calendar.

getId() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Gets the identifier, such as 'GBLO'.

getId() - Method in class com.opengamma.strata.product.SecurityInfo

Gets the security identifier.

getId() - Method in class com.opengamma.strata.product.TradeInfo

Gets the primary identifier for the trade, optional.

getIdentifier() - Method in interface com.opengamma.strata.market.curve.CurveParameterMetadata

Returns an object used to identify the parameter so it can be referenced when creating scenarios.

getIdentifier() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

Gets the identifier, which is the label.

getIdentifier() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

Gets the identifier, which is the tenor.

getIdentifier() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

Gets the identifier, which is the year-month.

getIdentifier() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata

Returns 'Empty'.

getIdentifier() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

getIdentifier() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

getIdentifier() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

getIdentifier() - Method in interface com.opengamma.strata.market.surface.SurfaceParameterMetadata

Returns an object used to identify the parameter so it can be referenced when creating scenarios.

getIdForKey(K) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

getIdForKey(K) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMapping

Returns a market data ID which uniquely identifies the piece of market data referred to by the key.

getIdForKey(K) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings

Returns a market data ID which uniquely identifies the piece of market data referred to by the key.

getIdForKey(MarketDataKey<Void>) - Method in class com.opengamma.strata.calc.marketdata.mapping.MissingMapping

getIdForKey(DiscountCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

getIdForKey(IborIndexCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

getIdForKey(OvernightIndexCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

getIdForKey(PriceIndexCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping

getIdForKey(SwaptionVolatilitiesKey) - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping

getIdForObservableKey(ObservableKey) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

getIdForObservableKey(ObservableKey) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings

Gets the market data ID for an item of observable market data given its key.

getIndex() - Method in class com.opengamma.strata.basics.index.FxIndexObservation

Gets the FX index.

getIndex() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

Gets the Ibor index.

getIndex() - Method in interface com.opengamma.strata.basics.index.IndexObservation

Gets the index to be observed.

getIndex() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

Gets the FX index.

getIndex() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

Gets the curve index.

getIndex() - Method in class com.opengamma.strata.market.id.IborIndexCurveId

Gets the index of the curve.

getIndex() - Method in interface com.opengamma.strata.market.id.IndexCurveId

Returns the index of the curve.

getIndex() - Method in class com.opengamma.strata.market.id.IndexRateId

Gets the index.

getIndex() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

Gets the index of the curve.

getIndex() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId

Gets the index of the curve.

getIndex() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

Gets the Ibor index of the volatilities that are required.

getIndex() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey

Gets the index of the curve that is required.

getIndex() - Method in class com.opengamma.strata.market.key.IndexRateKey

Gets the index of the market data that is required.

getIndex() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey

Gets the index of the curve that is required.

getIndex() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey

Gets the index of the curve.

getIndex() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey

Gets the Ibor index of the volatilities that are required.

getIndex() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

Gets the FX index that the sensitivity refers to.

getIndex() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

Gets the index on which the underlying future fixes.

getIndex() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

Gets the Ibor index that the sensitivity refers to.

getIndex() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

Gets the Ibor index that the sensitivity refers to.

getIndex() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

Gets the Overnight index that the sensitivity refers to.

getIndex() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

Gets the index that the rates are for.

getIndex() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

Gets the index that the rates are for.

getIndex() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

Gets the index that the rates are for.

getIndex() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

Gets the index that the values are for.

getIndex() - Method in interface com.opengamma.strata.market.view.FxIndexRates

Gets the FX index.

getIndex() - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities

Gets the Ibor index for which the data is valid.

getIndex() - Method in interface com.opengamma.strata.market.view.IborIndexRates

Gets the Ibor index.

getIndex() - Method in interface com.opengamma.strata.market.view.OvernightIndexRates

Gets the Overnight index.

getIndex() - Method in interface com.opengamma.strata.market.view.PriceIndexValues

Gets the Price index.

getIndex() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates

Gets the index that the rates are for.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

Gets the Ibor index of the underlying future.

getIndex() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets the Ibor index of the leg.

getIndex() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the swap index.

getIndex() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the swap index.

getIndex() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Gets the swap index of the leg.

getIndex() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the Ibor index.

getIndex() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.fra.Fra

Gets the Ibor index.

getIndex() - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the index defining the FX rate to observe on the fixing date.

getIndex() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the FX index.

getIndex() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the underlying Ibor index.

getIndex() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

Gets the underlying Ibor index.

getIndex() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the Ibor index that the future is based on.

getIndex() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.rate.IborRateObservation

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation

Gets the Price index.

getIndex() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation

Gets the Price index.

getIndex() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

Gets the Price index.

getIndex() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

Gets the Price index.

getIndex() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.product.swap.FxReset

Gets the FX index.

getIndex() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Gets the FX index used to obtain the FX reset rate.

getIndex() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Gets the index of prices.

getIndex() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.product.swap.StubCalculation

Gets the Ibor index to be used for the stub.

getIndex() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the Ibor index.

getIndex() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the Overnight index.

getIndex() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets the index of the underlying swap.

getIndex() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the index of the underlying swap.

getIndexAnnexVersion() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

Gets the CDS index series version identifier.

getIndexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Gets the forward curves, defaulted to an empty map.

getIndexId() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

Gets the CDS index identifier, such as a RED pair code.

getIndexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra

Gets the second Ibor index to be used for linear interpolation, optional.

getIndexInterpolated() - Method in class com.opengamma.strata.product.swap.StubCalculation

Gets the second Ibor index to be used for the stub, linearly interpolated.

getIndexName() - Method in class com.opengamma.strata.basics.index.FloatingRateName

Gets the root of the name of the index, such as 'GBP-LIBOR', to which the tenor is appended.

getIndexSeries() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

Gets the CDS index series identifier.

getIndices() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry

Gets the indices for which the curve provides forward rates.

getInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets curve information of a specific type.

getInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

getInfo() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the additional curve information.

getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.cms.CmsTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.credit.CdsTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.equity.EquitySecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.equity.EquityTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in interface com.opengamma.strata.product.FinanceTrade

Gets the standard trade information.

getInfo() - Method in class com.opengamma.strata.product.fra.FraTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.GenericSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.GenericSecurityTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.index.IborFutureTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in interface com.opengamma.strata.product.ResolvedTrade

Gets the standard trade information.

getInfo() - Method in interface com.opengamma.strata.product.Security

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.SecurityTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity

Gets the standard security information.

getInfo() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.swap.SwapTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInfo() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

Gets the additional trade information, defaulted to an empty instance.

getInitialStub() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the initial stub if it exists.

getInitialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the rate to be used in initial stub, optional.

getInitialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule

Gets the initial value.

getInterest() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the accrued interest.

getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the interpolator.

getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the interpolator used to find points on the curve.

getInterpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the underlying interpolator.

getIssuerCurveDiscountFactors(LocalDate) - Static method in class com.opengamma.strata.pricer.bond.CapitalIndexedBondCurveDataSet

Obtains issuer curve discount factors form valuation date.

getIssuerId() - Static method in class com.opengamma.strata.pricer.bond.CapitalIndexedBondCurveDataSet

Obtains the issuer ID.

getItems() - Method in class com.opengamma.strata.calc.runner.Results

Gets the results, with results for each target grouped together, ordered by column.

getItems() - Method in class com.opengamma.strata.collect.result.Failure

Gets the set of failure items.

getJacobianMatrix() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Gets the inverse Jacobian matrix produced during curve calibration.

getKey() - Method in class com.opengamma.strata.calc.runner.MissingMappingId

Gets the key identifying the market data required for the calculation.

getKey() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

Gets a market data key identifying market data required for a calculation.

getKey() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

Gets the market data key identifying the quote.

getLabel() - Method in interface com.opengamma.strata.market.curve.CurveNode

Gets the label to use for the node.

getLabel() - Method in interface com.opengamma.strata.market.curve.CurveParameterMetadata

Gets the label that describes the parameter.

getLabel() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

Gets the label that describes the node.

getLabel() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

Gets the label that describes the node, defaulted to the tenor.

getLabel() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

Gets the label that describes the node, defaulted to the year-month.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the label to use for the node, may be empty.

getLabel() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the label to use for the node, defaulted.

getLabel() - Method in interface com.opengamma.strata.market.option.Strike

Gets a label describing the strike.

getLabel() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata

getLabel() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

Gets the label that describes the node.

getLabel() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

Gets the label that describes the node.

getLabel() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

Gets the label that describes the node.

getLabel() - Method in interface com.opengamma.strata.market.surface.SurfaceParameterMetadata

Gets the label that describes the parameter.

getLag() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Gets the positive period between the price index and the accrual date, typically a number of months.

getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the last notice date.

getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the last notice date.

getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the last notice date.

getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the last notice date.

getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the last notice date.

getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the last notice date.

getLastPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the last schedule period.

getLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional end date of the last regular schedule period, which is the start date of the final stub.

getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the last trading date.

getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the last trading date.

getLastTradeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the last trading date.

getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the last date of trading.

getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

Gets the last date of trading.

getLastTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the last date of trading, which is the same as the fixing date.

getLastTradeDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

Gets the last date of trading.

getLastTradeDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity

Gets the last date of trading.

getLastTradeDate() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture

Gets the last date of trading.

getLatestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Get the latest date contained in this time-series.

getLatestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Get the value held for the latest date contained in this time-series.

getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the first pay or receive leg of the swap.

getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.Swap

Gets the first pay or receive leg of the swap.

getLegalEntityDiscountingProvider(LocalDate) - Static method in class com.opengamma.strata.pricer.bond.CapitalIndexedBondCurveDataSet

Obtains legal entity discounting rates provider from valuation date.

getLegalEntityDiscountingProviderGb(LocalDate) - Static method in class com.opengamma.strata.pricer.bond.CapitalIndexedBondCurveDataSet

Obtains legal entity discounting rates provider from valuation date.

getLegalEntityGroup() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

Gets the legal entity group.

getLegalEntityGroup() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Gets the legal entity group.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the legal entity identifier.

getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the legal entity identifier.

getLegPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Returns the pricer used to price the legs.

getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the legs of the swap with the specified type.

getLegs() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the legs of the swap.

getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.Swap

Gets the legs of the swap with the specified type.

getLegs() - Method in class com.opengamma.strata.product.swap.Swap

Gets the legs of the swap.

getLocator() - Method in class com.opengamma.strata.collect.io.ResourceLocator

Gets the string form of the locator.

getLongObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

Gets the longer Ibor index observation.

getLongShort() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Gets whether the option is long or short.

getLongShort() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption

Gets whether the option is long or short.

getLongShort() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets whether the option is long or short.

getLongShort() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets whether the option is long or short.

getMap() - Method in class com.opengamma.strata.market.explain.ExplainMap

Gets the map of explanatory values.

getMappings() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules

Gets the single set of mappings.

getMappings() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

Gets mappings that translate data requests from calculators into requests that can be used to look up the data in the global set of market data.

getMappings() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

Gets the market data filters and perturbations that define the scenarios.

getMarketData() - Method in class com.opengamma.strata.market.curve.CurveInputs

Gets the market data.

getMarketDataFeed() - Method in class com.opengamma.strata.basics.market.FxRateId

Gets the market data feed used when looking up the underlying market quotes for the rate.

getMarketDataFeed() - Method in interface com.opengamma.strata.basics.market.ObservableId

Gets the market data feed from which the market data should be retrieved.

getMarketDataFeed() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

Gets market data feed system that is the source of observable market data, for example Bloomberg or Reuters.

getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

Gets the market data feed which provides quotes used to build the curve.

getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

Gets the market data feed used to source any quotes used to build the curve.

getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

Gets the market data feed used to source any quotes used to build the curve.

getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping

Gets the market data feed which provides quotes used to build the curve.

getMarketDataFeed() - Method in class com.opengamma.strata.market.id.CurveGroupId

Gets the market data feed which provides quotes used to build curves in the group.

getMarketDataFeed() - Method in class com.opengamma.strata.market.id.CurveInputsId

Gets the market data feed providing the market quotes.

getMarketDataFeed() - Method in class com.opengamma.strata.market.id.DiscountCurveId

Gets the market data feed which provides quotes used to build the curve.

getMarketDataFeed() - Method in class com.opengamma.strata.market.id.IborIndexCurveId

Gets the market data feed which provides quotes used to build the curve.

getMarketDataFeed() - Method in class com.opengamma.strata.market.id.IndexRateId

Gets the market data feed from which the market data should be retrieved.

getMarketDataFeed() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

Gets the market data feed which provides quotes used to build the curve.

getMarketDataFeed() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId

Gets the market data feed which provides quotes used to build the curve.

getMarketDataFeed() - Method in class com.opengamma.strata.market.id.QuoteId

Gets the market data feed from which the market data should be retrieved.

getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.function.MarketDataFunction

Returns the type of market data ID this function can handle.

getMarketDataIdType() - Method in class com.opengamma.strata.calc.marketdata.function.MissingMappingMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.calc.marketdata.NoMatchingRulesMarketDataFunction

getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataFilter

Returns the type of market data ID handled by this filter.

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveInputsMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.DiscountCurveMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.IborIndexCurveMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.OvernightIndexCurveMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateMarketDataFunction

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

getMarketDataKey() - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataKey

Gets the market data key identifying the market data value.

getMarketDataKey() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

getMarketDataKeyType() - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMapping

Returns the type of market data key for which this mapping can return a market data ID.

getMarketDataKeyType() - Method in class com.opengamma.strata.calc.marketdata.mapping.MissingMapping

Throws UnsupportedOperationException as this method should never be called.

getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping

getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping

getMarketDataRules() - Method in class com.opengamma.strata.calc.CalculationRules

Gets the rules that define what market data should be used in each calculation.

getMarketDataRules() - Method in class com.opengamma.strata.calc.Column

Gets the market data rules that apply to this column, merged with the default rules.

getMarketDataType() - Method in class com.opengamma.strata.basics.market.FxRateId

getMarketDataType() - Method in class com.opengamma.strata.basics.market.FxRateKey

getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataBox

Gets the type of the market data value used in each scenario.

getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataId

Gets the type of market data that is being identified.

getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataKey

Gets the type of market data identified by the key.

getMarketDataType() - Method in interface com.opengamma.strata.basics.market.ObservableId

getMarketDataType() - Method in interface com.opengamma.strata.basics.market.ObservableKey

getMarketDataType() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

getMarketDataType() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

getMarketDataType() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

Gets the type of market data handled by this mapping.

getMarketDataType() - Method in class com.opengamma.strata.calc.runner.MissingMappingId

getMarketDataType() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

getMarketDataType() - Method in class com.opengamma.strata.market.id.CurveGroupId

getMarketDataType() - Method in interface com.opengamma.strata.market.id.CurveId

getMarketDataType() - Method in class com.opengamma.strata.market.id.CurveInputsId

getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

getMarketDataType() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

getMarketDataType() - Method in class com.opengamma.strata.market.key.CurveGroupKey

getMarketDataType() - Method in class com.opengamma.strata.market.key.CurveInputsKey

getMarketDataType() - Method in interface com.opengamma.strata.market.key.CurveKey

getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

getMarketDataType() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey

getMarketEnvironment() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

Gets the market data that was successfully built.

getMaturityDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation

Gets the date of the transfer implied by the fixing date.

getMaturityDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

Gets the maturity date of the investment implied by the fixing date.

getMaturityDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the maturity date of the investment implied by the fixing date.

getMaturityDate() - Method in class com.opengamma.strata.product.rate.IborRateObservation

Gets the maturity date.

getMaturityDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the adjustment applied to the effective date to obtain the maturity date.

getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Gets the adjustment applied to the fixing date to obtain the maturity date.

getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the adjustment applied to the effective date to obtain the maturity date.

getMaximumSteps() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

Gets the maximum number of steps for the root finder.

getMeasure() - Method in class com.opengamma.strata.calc.Column

Gets the measure to be calculated.

getMeasure() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the measure.

getMeasures() - Method in class com.opengamma.strata.pricer.calibration.CurveCalibrator

Gets the measures.

getMeasures() - Method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator

Gets the market quote measures.

getMessage() - Method in class com.opengamma.strata.collect.result.Failure

Gets the error message associated with the failure.

getMessage() - Method in class com.opengamma.strata.collect.result.FailureItem

Gets the error message associated with the failure.

getMetadata() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

getMetadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Gets the curve metadata.

getMetadata() - Method in interface com.opengamma.strata.market.curve.Curve

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the curve metadata.

getMetadata() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

getMetadata() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

Gets the surface metadata.

getMetadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the surface metadata.

getMetadata() - Method in interface com.opengamma.strata.market.surface.Surface

Gets the surface metadata.

getMetadata() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Gets the surface metadata.

getMetadata() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity

Gets the surface metadata.

getMinimumPeriod() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Gets the minimum period between the value date and the first future.

getMinorUnitDigits() - Method in class com.opengamma.strata.basics.currency.Currency

Gets the number of digits in the minor unit.

getModel() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Returns a Hull-White one-factor model.

getModifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment

Gets the value used to modify the base value.

getMoneyMarketDayCount() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

Gets the day count convention for underlying money market instrument points on the curve.

getName() - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.basics.date.DateSequence

Gets the name that uniquely identifies this sequence.

getName() - Method in interface com.opengamma.strata.basics.date.DayCount

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Gets the name that identifies this calendar.

getName() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

Gets the name that uniquely identifies this calendar.

getName() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.basics.index.FloatingRateName

Gets the external name, typically from FpML, such as 'GBP-LIBOR-BBA'.

getName() - Method in interface com.opengamma.strata.basics.index.FxIndex

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the name that uniquely identifies this index.

getName() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Gets the index name, such as 'EUR/GBP-ECB'.

getName() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the index name, such as 'GBP-LIBOR-3M'.

getName() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the index name, such as 'GBP-SONIA'.

getName() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Gets the index name, such as 'GB-HICP'.

getName() - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.basics.index.PriceIndex

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.basics.schedule.RollConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.calc.Column

Gets the column name.

getName() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure

Gets the measure name.

getName() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

Gets the name of this function group.

getName() - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the element name.

getName() - Method in interface com.opengamma.strata.collect.named.Named

Gets the unique name of the instance.

getName() - Method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin

Gets the name that uniquely identifies this parser.

getName() - Method in interface com.opengamma.strata.market.curve.Curve

Gets the curve name.

getName() - Method in class com.opengamma.strata.market.curve.CurveGroup

Gets the name of the curve group.

getName() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Gets the name of the curve group.

getName() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

Gets the curve name.

getName() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the curve name.

getName() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Gets the curve name.

getName() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Gets the curve name.

getName() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

Gets the curve name.

getName() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

getName() - Method in class com.opengamma.strata.market.id.CurveGroupId

Gets the name of the curve group.

getName() - Method in interface com.opengamma.strata.market.interpolator.CurveExtrapolator

Gets the name that uniquely identifies this extrapolator.

getName() - Method in interface com.opengamma.strata.market.interpolator.CurveInterpolator

Gets the name that uniquely identifies this interpolator.

getName() - Method in class com.opengamma.strata.market.key.CurveGroupKey

Gets the name of the curve group.

getName() - Method in interface com.opengamma.strata.market.surface.Surface

Gets the surface name.

getName() - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures

Gets the name of the set of measures.

getName() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

Gets the name of the smile term structure.

getName() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure

Gets the name.

getName() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the convention name, such as 'USD-European'.

getName() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

getName() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the convention name, such as 'GBP-LIBOR-3M'.

getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Gets the convention name, such as 'GBP-Deposit'.

getName() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the convention name, such as 'GBP-LIBOR-3M'.

getName() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

getName() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Gets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.

getName() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Gets the index name.

getName() - Method in interface com.opengamma.strata.product.swap.SwapIndex

Gets the name that uniquely identifies this index.

getName() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Gets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Gets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Gets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Gets the convention name.

getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Gets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.

getName() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the name that uniquely identifies this convention.

getName() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the name that uniquely identifies this convention.

getNearLeg() - Method in class com.opengamma.strata.product.fx.FxSwap

Gets the foreign exchange transaction at the earlier date.

getNearLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap

Gets the foreign exchange transaction at the earlier date.

getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the negative rate method, defaulted to 'AllowNegative'.

getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the negative rate method, defaulted to 'AllowNegative'.

getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the negative rate method, defaulted to 'AllowNegative'.

getNextCdsDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic

Finds the next CDS date after the specified date.

getNextIndexRollDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic

Finds the next CDS index roll date after the specified date.

getNodeIndex() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

Gets the index of the node to shift.

getNodeIndices() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

Gets indices of each curve node, keyed by an object identifying the node.

getNodes() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the nodes in the curve.

getNodes() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

Gets the nodes that define the curve.

getNominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the nominal payment of the product.

getNominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the nominal payment of the product.

getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the non-deliverable currency.

getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the non-deliverable currency.

getNonObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Gets keys identifying the market data values required for the calculations.

getNotional() - Method in class com.opengamma.strata.product.bond.BondFuture

Obtains the notional of underlying fixed coupon bonds.

getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the notional amount, must be non-zero.

getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Obtains the notional of underlying fixed coupon bonds.

getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the notional amount, must be positive.

getNotional() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the notional amount, must be non-negative.

getNotional() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the notional amount, positive if receiving, negative if paying.

getNotional() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the notional amount, must be non-negative.

getNotional() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the notional amount, positive if receiving, negative if paying.

getNotional() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

Gets the notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e.

getNotional() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the notional amount used to calculate fee payments.

getNotional() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.fra.Fra

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the notional amount.

getNotional() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

Gets the notional of the futures.

getNotional() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity

Gets the notional.

getNotional() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the notional amount, positive if receiving, negative if paying.

getNotional() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the notional amount, positive if receiving, negative if paying.

getNotional() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture

Gets the notional of the futures.

getNotionalAmount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

getNotionalAmount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

getNotionalAmount() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the notional as a CurrencyAmount.

getNotionalAmount() - Method in interface com.opengamma.strata.product.swap.NotionalPaymentPeriod

The notional amount, positive if receiving, negative if paying.

getNotionalAmount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the notional amount, positive if receiving, negative if paying.

getNotionalSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets the notional schedule.

getNumberOfPoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Gets the number of nodes.

getNumberOfPoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Gets the number of nodes.

getNuSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Gets the value of the nu sensitivity.

getObservableRateKey(CurrencyPair) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

Returns a key identifying the market quote for an observable FX rate.

getObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Gets keys identifying the market data values required for the calculations.

getObservableValues(Set<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment

Gets a map of observable market data values for a set of IDs.

getObservation() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

Gets the FX rate observation.

getObservation() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

Gets the Ibor index observation.

getObservation() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

Gets the Price index observation.

getObservation() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

Gets the Overnight rate observation.

getObservation() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the FX index observation.

getObservation() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

Gets the Ibor index observation to use to determine a rate for the reset period.

getObservation() - Method in class com.opengamma.strata.product.rate.IborRateObservation

Gets the underlying index observation.

getObservation() - Method in class com.opengamma.strata.product.swap.FxReset

Gets the FX index observation.

getObservation() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the FX index observation.

getOrder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Gets the curve order.

getOurPartyHrefId() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Gets our party href/id reference.

getOutputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

Gets the currencies used in the calculation results.

getOutputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Gets the currencies in the calculation results.

getOverrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional start date of the first schedule period, overriding normal schedule generation.

getPair() - Method in class com.opengamma.strata.basics.currency.FxRate

Gets the currency pair.

getPair() - Method in class com.opengamma.strata.basics.currency.FxRatesArray

Gets the currency pair.

getPair() - Method in class com.opengamma.strata.basics.market.FxRateId

Gets the currency pair that is required.

getPair() - Method in class com.opengamma.strata.basics.market.FxRateKey

Gets the currency pair that is required.

getParameterCount() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

getParameterCount() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

getParameterCount() - Method in interface com.opengamma.strata.market.curve.Curve

Gets the number of parameters in the curve.

getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Gets the number of parameters in the curve.

getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

Gets the number of parameters.

getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Gets the number of parameters in the curve.

getParameterCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

getParameterCount() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

Gets the number of parameters in the curve.

getParameterCount() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

getParameterCount() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

getParameterCount() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

getParameterCount() - Method in interface com.opengamma.strata.market.surface.Surface

Gets the number of parameters in the surface.

getParameterCount() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Gets the number of parameters in the surface.

getParameterCount() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity

Gets the number of parameters in the surface.

getParameterCount() - Method in interface com.opengamma.strata.market.view.DiscountFactors

Gets the number of parameters defining the curve.

getParameterCount() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

getParameterCount() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

getParameterCount() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

getParameterCount() - Method in interface com.opengamma.strata.market.view.IborIndexRates

Gets the number of parameters defining the curve.

getParameterCount() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Gets the number of parameters defining the curve.

getParameterCount() - Method in interface com.opengamma.strata.market.view.OvernightIndexRates

Gets the number of parameters defining the curve.

getParameterCount() - Method in interface com.opengamma.strata.market.view.PriceIndexValues

Gets the number of parameters defining the curve.

getParameterCount() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Gets the number of parameters defining the curve.

getParameterCount() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

getParameterCount() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates

getParameterCount() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

getParameterCount() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

getParameterMetadata() - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets metadata about each parameter underlying the curve, optional.

getParameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the metadata about the parameters.

getParameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the metadata about the parameters.

getParameterMetadata() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets metadata about each parameter underlying the surface.

getParameters() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

Gets the log-normal volatility surface.

getParameters() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Gets the Hull-White model parameters.

getParameters() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

Gets the normal volatility surface.

getParameters() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the SABR model parameters.

getParRates() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Gets the par rate at each curve node.

getParRates() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Gets the par rate at each curve node.

getParties() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Gets the map of party identifiers keyed by href/id reference.

getPayLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

Gets the optional pay leg of the product.

getPayLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

Gets the optional pay leg of the product.

getPayLeg() - Method in class com.opengamma.strata.product.cms.Cms

Gets the optional pay leg of the product.

getPayLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms

Gets the optional pay leg of the product.

getPayLeg() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the first pay leg of the swap.

getPayLeg() - Method in class com.opengamma.strata.product.swap.Swap

Gets the first pay leg of the swap.

getPayment() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

Gets the payment to be made.

getPayment() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

Gets the payment.

getPaymentAmount() - Method in class com.opengamma.strata.product.swap.NotionalExchange

Gets the amount of the notional exchange.

getPaymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.

getPaymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow

Gets the payment date.

getPaymentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

getPaymentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

getPaymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the date that payment occurs.

getPaymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the date that payment occurs.

getPaymentDate() - Method in class com.opengamma.strata.product.fra.Fra

Gets the payment date.

getPaymentDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the date that payment occurs.

getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the date that the forward settles.

getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the date that the FX settles.

getPaymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the date that the forward settles.

getPaymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Returns the date that the transaction settles.

getPaymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the date that the payment is made.

getPaymentDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

getPaymentDate() - Method in class com.opengamma.strata.product.swap.NotionalExchange

Gets the date that the payment is made.

getPaymentDate() - Method in interface com.opengamma.strata.product.swap.PaymentEvent

Gets the date that the payment is made.

getPaymentDate() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod

Gets the date that the payment is made.

getPaymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the date that payment occurs.

getPaymentDateAdjustment() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the payment date adjustment, optional.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the offset of payment from the base calculation period date, defaulted to 'None'.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the offset of payment from the base calculation period date.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the offset of the payment date from the start date, providing a default result if no override specified.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the offset of payment from the base calculation period date.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the offset of payment from the base date, providing a default result if no override specified.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the offset of payment from the base date, providing a default result if no override specified.

getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the offset of payment from the base date, providing a default result if no override specified.

getPaymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the additional payment events that are associated with the swap leg.

getPaymentEvents() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets the payment events that are associated with the swap leg.

getPaymentFrequency() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

Gets the periodic frequency defining when payments are made.

getPaymentFrequency() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the payment frequency.

getPaymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the payment frequency.

getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the periodic frequency of payments.

getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the periodic frequency of payments, providing a default result if no override specified.

getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the periodic frequency of payments, providing a default result if no override specified.

getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the periodic frequency of payments, providing a default result if no override specified.

getPaymentInterval() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the nominal period between premium payments, such as 3 months or 6 months.

getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the payment periods that combine to form the swap leg.

getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets the payment periods that combine to form the swap leg.

getPaymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Gets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.

getPaymentSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the periodic payment schedule.

getPaymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the periodic payment schedule.

getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets the payment period schedule.

getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets the payment schedule.

getPayoffCurrency() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Gets the currency on which the payoff occurs.

getPayoffCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption

Gets the currency on which the payoff occurs.

getPayReceive() - Method in class com.opengamma.strata.basics.currency.Payment

Gets a flag indicating whether the value is to be paid or received.

getPayReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment

Gets whether the payment is to be paid or received.

getPayReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets whether the leg is pay or receive.

getPayReceive() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Gets whether the leg is pay or receive.

getPeriod() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Gets the period to be added.

getPeriod() - Method in class com.opengamma.strata.basics.date.Tenor

Gets the underlying period of the tenor.

getPeriod() - Method in class com.opengamma.strata.basics.schedule.Frequency

Gets the underlying period of the frequency.

getPeriod(int) - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets a schedule period by index.

getPeriodEndDate(LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo

Gets the end date of the schedule period.

getPeriodEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.Schedule

Finds the period end date given a date in the period.

getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the periodic payments of the product.

getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the periodic payments of the product.

getPeriodicPayments() - Method in class com.opengamma.strata.product.credit.FeeLeg

Gets the periodic schedule of payments.

getPeriodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep

Gets the index of the schedule period boundary at which the change occurs.

getPeriodPricer() - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Obtains the period pricer.

getPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the schedule periods.

getPeriodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

Gets the period between the spot value date and the end date.

getPeriodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Gets the period between the spot value date and the far date.

getPeriodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Gets the period between the spot value date and the near date.

getPeriodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Gets the period between the spot value date and the start date.

getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Gets the period between the spot value date and the start date.

getPerturbation() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

Gets perturbation that should be applied to market data as part of a scenario.

getPremium() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

Gets the optional premium of the product.

getPremium() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

Gets the optional premium of the product.

getPremium() - Method in class com.opengamma.strata.product.cms.CmsTrade

Gets the optional premium of the product.

getPremium() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

Gets the optional premium of the product.

getPremium() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

Gets the premium of the FX option.

getPremium() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade

Gets the premium of the FX option.

getPremium() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

Gets the premium of the swaption.

getPremium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

Gets the premium of the swaption.

getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the style of the option premium.

getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the style of the option premium.

getPremiumStyle() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the style of the option premium.

getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the style of the option premium.

getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the style of the option premium.

getPremiumStyle() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the style of the option premium.

getPresentValue() - Method in class com.opengamma.strata.market.amount.CashFlow

Gets the present value of the cash flow.

getPreviousCdsDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic

Finds the previous CDS date after the specified date.

getPrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

Gets the clean price at which the bond was traded.

getPrice() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Gets the clean price at which the bond was traded.

getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

Gets the price that was traded, which is the clean price.

getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

Gets the price that was traded.

getPrice() - Method in class com.opengamma.strata.product.equity.EquityTrade

Gets the price that was traded.

getPrice() - Method in class com.opengamma.strata.product.GenericSecurityTrade

Gets the price that was traded.

getPrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.index.IborFutureTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in interface com.opengamma.strata.product.SecuritizedProductTrade

Gets the price that was traded.

getPrice() - Method in class com.opengamma.strata.product.SecurityTrade

Gets the price agreed when the trade occurred.

getPrice() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

Gets the price that was traded, in decimal form.

getPrice() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade

Gets the price that was traded, in decimal form.

getPriceIndexValues() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Gets the price index values, defaulted to an empty map.

getPriceInfo() - Method in class com.opengamma.strata.product.SecurityInfo

Gets the information about the security price.

getPricingRules() - Method in class com.opengamma.strata.calc.CalculationRules

Gets the rules defining how calculations should be performed.

getPricingRules() - Method in class com.opengamma.strata.calc.Column

Gets the pricing rules that apply to this column, merged with the default rules.

getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Gets the option that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

Gets the bond that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Gets the bond that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

Gets the option that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

Gets the resolved fixed coupon bond product.

getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

Gets the bond that was traded.

getProduct() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

Gets the cap/floor product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

Gets the resolved Ibor cap/floor product.

getProduct() - Method in class com.opengamma.strata.product.cms.CmsTrade

Gets the CMS product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

Gets the resolved CMS product.

getProduct() - Method in class com.opengamma.strata.product.credit.CdsTrade

Gets the credit default swap that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

Gets the resolved CDS product.

getProduct() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

Gets the Ibor fixing deposit product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

Gets the resolved Ibor Fixing Deposit product.

getProduct() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

Gets the resolved Term Deposit product.

getProduct() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

Gets the term deposit product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.equity.EquityTrade

Gets the equity that was traded.

getProduct() - Method in class com.opengamma.strata.product.fra.FraTrade

Gets the FRA product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade

Gets the resolved FRA product.

getProduct() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

Gets the product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

Gets the product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

Gets the FX swap product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

Gets the FX option product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

Gets the resolved Non-Deliverable Forward (NDF) product.

getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

Gets the resolved single FX product.

getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

Gets the resolved FX swap product.

getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade

Gets the resolved vanilla FX option product.

getProduct() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Gets the option that was traded.

getProduct() - Method in class com.opengamma.strata.product.index.IborFutureTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

Gets the option that was traded.

getProduct() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

Gets the product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

Gets the resolved bullet payment product.

getProduct() - Method in interface com.opengamma.strata.product.ProductTrade

Gets the underlying product that was agreed when the trade occurred.

getProduct() - Method in interface com.opengamma.strata.product.ResolvedTrade

Gets the underlying product that was agreed when the trade occurred.

getProduct() - Method in interface com.opengamma.strata.product.SecuritizedProductTrade

Gets the product of the security that was traded.

getProduct() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade

Gets the future that was traded.

getProduct() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

Gets the resolved Swap product.

getProduct() - Method in class com.opengamma.strata.product.swap.SwapTrade

Gets the swap product that was agreed when the trade occurred.

getProduct() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

Gets the resolved Swaption product.

getProduct() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

Gets the swaption product that was agreed when the trade occurred.

getProductPricer() - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer

Returns the pricer used to price the product underlying the trade.

getProductPricer() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

getProductPricer() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer

Returns the pricer used to price the product underlying the trade.

getProductPricer() - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

getProductPricer() - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureTradePricer

Returns the pricer used to price the product underlying the trade.

getProductPricer() - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

getProductPricer() - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

getProductPricer() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer

Returns the pricer used to price the product underlying the trade.

getProductPricer() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

getProductPricer() - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureTradePricer

Returns the pricer used to price the product underlying the trade.

getProductPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer

getProperties() - Method in class com.opengamma.strata.collect.io.PropertiesFile

Gets all the key-value properties of this file.

getPublicationDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the date that the rate implied by the fixing date is published.

getPublicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Gets the number of days to add to the fixing date to obtain the publication date.

getPublicationDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex

Gets the number of days to add to the fixing date to obtain the publication date.

getPublicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Gets the publication frequency of the index.

getPublicationFrequency() - Method in interface com.opengamma.strata.basics.index.PriceIndex

Gets the frequency that the index is published.

getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets whether the option is put or call.

getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets whether the option is put or call.

getPutCall() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets whether the option is put or call.

getPutCall() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets put or call.

getPutCall() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Gets whether the option is put or call.

getPutCall() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption

Gets whether the option is put or call.

getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets whether the option is put or call.

getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets whether the option is put or call.

getPutCall() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets whether the option is put or call.

getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

Gets the quantity, indicating the number of bond contracts in the trade.

getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.equity.EquityTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.GenericSecurityTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

Gets the quantity that was traded.

getQuantity() - Method in interface com.opengamma.strata.product.SecuritizedProductTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.SecurityTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

Gets the quantity that was traded.

getQuantity() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade

Gets the quantity that was traded.

getQuotes() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray

Gets the values of the quotes.

getRange() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Gets the range of dates that may be queried.

getRate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the fixed rate of interest.

getRate() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the fixed interest rate to be paid.

getRate() - Method in class com.opengamma.strata.product.rate.FixedRateObservation

Gets the fixed rate to be paid.

getRate() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

Gets the interest rate to be paid.

getRateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the inflation rate calculation.

getRateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the inflation rate calculation.

getRateCalculation() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the inflation rate calculation.

getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Gets the number of business days before the end of the period that the rate is cut off.

getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Gets the number of business days before the end of the period that the rate is cut off.

getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.

getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.

getRateDigits() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Gets the number of digits in the rate.

getRateKey() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the key identifying the market data value which provides the rate.

getRateKey() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the key identifying the market data value which provides the rate.

getRateKey() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the key identifying the market data value which provides the rate.

getRateKey() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the key identifying the market data value which provides the rate.

getRateKey() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the key identifying the market data value which provides the price.

getRateKey() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the key identifying the market data value which provides the rate.

getRateKey() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the key identifying the market data value which provides the rate.

getRateKey() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the key identifying the market data value which provides the rate.

getRateObservation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the rate to be observed.

getRateObservation() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the rate to be observed.

getRates() - Method in class com.opengamma.strata.basics.currency.FxMatrix

Gets the matrix with all the exchange rates.

getRatesProvider(LocalDate, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.bond.CapitalIndexedBondCurveDataSet

Obtains an immutable rates providers with valuation date and time series.

getRatesProviderGb(LocalDate, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.bond.CapitalIndexedBondCurveDataSet

Obtains an immutable rates providers with valuation date and time series.

getRealCoupon() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the rate of real coupon.

getReason() - Method in class com.opengamma.strata.collect.result.Failure

Gets the reason associated with the failure.

getReason() - Method in class com.opengamma.strata.collect.result.FailureItem

Gets the reason associated with the failure.

getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle

Gets the currency amount in which the amount is received.

getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Gets the currency amount in which the amount is received.

getReceiveLeg() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the first receive leg of the swap.

getReceiveLeg() - Method in class com.opengamma.strata.product.swap.Swap

Gets the first receive leg of the swap.

getRecoveryRate() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate

Gets the recovery rate.

getReferenceCounterCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

Gets the currency counter to the reference currency.

getReferenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

Gets the reference currency.

getReferenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

Gets the reference currency.

getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxReset

Gets the currency of the notional amount defined in the contract.

getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Gets the currency of the notional amount defined in the contract.

getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Gets the currency of the notional amount defined in the contract.

getReferenceData() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Gets the reference data.

getReferenceData() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the reference data.

getReferenceDataType() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

Gets the type of data this identifier refers to.

getReferenceDataType() - Method in interface com.opengamma.strata.basics.market.ReferenceDataId

Gets the type of data this identifier refers to.

getReferenceDataType() - Method in class com.opengamma.strata.product.SecurityId

Gets the type of data this identifier refers to.

getReferenceDate() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

Gets the date to query the rate for.

getReferenceEntityId() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

Gets the CDS single-name identifier, such as a RED entity code.

getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

Gets the information that identifies the index.

getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

Gets the information that identifies the single-name.

getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

Gets the information that identifies the single-name.

getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

Gets the information that identifies the single-name.

getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

Gets the information that identifies the index.

getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

Gets the information that identifies the single-name.

getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

Gets the information that identifies the single-name.

getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

Gets the information that identifies the single-name.

getReferenceInformation() - Method in class com.opengamma.strata.product.credit.Cds

Gets the reference against which protection applies.

getReferenceInformation() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the reference against which protection applies.

getReferences() - Method in class com.opengamma.strata.collect.io.XmlFile

Gets the reference map of id to element.

getReferences() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Gets the map of href/id references.

getRegion() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Gets the region of the index.

getRegion() - Method in interface com.opengamma.strata.basics.index.PriceIndex

Gets the region that the index is defined for.

getRegularPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the regular schedule periods.

getRelativeTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

Gets the relative tolerance for the root finder.

getRemainingTokens() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Returns the tokens remaining in the expression after evaluation.

getReportingCurrency() - Method in class com.opengamma.strata.calc.CalculationRules

Gets the reporting currency.

getReportingCurrency() - Method in class com.opengamma.strata.calc.Column

Gets the reporting currency that applies to this column, overriding the default reporting currency.

getReportType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader

getReportType() - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader

Gets the type of report handled by this loader.

getReportType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader

getRequirements(ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTasks

Gets the market data that is required to perform the calculations.

getResetFrequency() - Method in class com.opengamma.strata.product.swap.ResetSchedule

Gets the periodic frequency of reset dates.

getResetPeriods() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the reset schedule, used when averaging rates, optional.

getRestructuringClause() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

Gets the applicable restructuring.

getResult() - Method in class com.opengamma.strata.calc.runner.CalculationResult

Gets the result of the calculation.

getResult() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Returns the result of evaluating the expression against the object.

getResultCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Gets the holiday calendar that will be applied to the result.

getRhoSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Gets the value of the rho sensitivity.

getRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional convention defining how to roll dates.

getRollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the roll convention used when building the schedule.

getRollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the roll convention of the bond payments.

getRollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the roll convention of the bond payments.

getRollConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

Gets the roll convention

getRollConvention() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the roll convention.

getRollConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the roll convention.

getRollConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the convention defining how to roll dates, providing a default result if no override specified.

getRollConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the convention defining how to roll dates, providing a default result if no override specified.

getRollConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the convention defining how to roll dates, providing a default result if no override specified.

getRoot() - Method in class com.opengamma.strata.collect.io.XmlFile

Gets the root element of this file.

getRounding() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the definition of how to round the option price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the definition of how to round the option price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the definition of how to round the option price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the definition of how to round the option price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the definition of how to round the option price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the definition of how to round the futures price, defaulted to no rounding.

getRounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the definition of how to round the option price, defaulted to no rounding.

getRowCount() - Method in class com.opengamma.strata.calc.runner.Results

Gets the number of rows in the results.

getRowCount() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

getRowCount() - Method in interface com.opengamma.strata.report.Report

Gets the number of rows in the report table.

getRowCount() - Method in class com.opengamma.strata.report.trade.TradeReport

getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult

Gets the row index of the value in the results grid.

getRules() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

Gets the individual rules that make up this set of pricing rules.

getRunInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Gets the instant at which the report was run.

getRunInstant() - Method in interface com.opengamma.strata.report.Report

Gets the instant at which the report was run, which is independent of the valuation date.

getRunInstant() - Method in class com.opengamma.strata.report.trade.TradeReport

Gets the instant at which the report was run.

getScalingFactor() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Gets the scaling factor.

getScenarioCount() - Method in class com.opengamma.strata.basics.currency.FxRatesArray

getScenarioCount() - Method in interface com.opengamma.strata.basics.market.MarketDataBox

Gets the number of scenarios for which this box contains data.

getScenarioCount() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

getScenarioCount() - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataValue

Gets the number of scenarios for which this object contains data.

getScenarioCount() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList

getScenarioCount() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

getScenarioCount() - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment

Gets the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData

Gets the number of scenarios.

getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData

getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Gets the number of scenarios.

getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

Returns the number of scenarios for which this mapping can generate data.

getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

Returns the number of scenarios.

getScenarioCount() - Method in interface com.opengamma.strata.calc.marketdata.scenario.ScenarioPerturbation

Returns the number of scenarios for which this perturbation generates data.

getScenarioCount() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult

Gets the number of scenarios.

getScenarioCount() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

getScenarioCount() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

getScenarioCount() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray

getScenarioMarketDataType() - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataKey

Gets the type of the object containing the market data for all scenarios.

getScenarioMarketDataType() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

getScenarioNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

Gets the names of the scenarios.

getScenarioValue() - Method in interface com.opengamma.strata.basics.market.MarketDataBox

Gets the market data value containing data for multiple scenarios.

getScenarioValue() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

getScenarioValue() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

getScenarioValue(ScenarioMarketDataKey<T, U>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData

Gets an object containing market data for multiple scenarios.

getScheme() - Method in class com.opengamma.strata.basics.market.StandardId

Gets the scheme that categorizes the identifier value.

getSeasonality() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

Gets describes the seasonal adjustments.

getSecond() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.Pair

Gets the second element in this pair.

getSecond() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the second element in this pair.

getSecurity() - Method in class com.opengamma.strata.product.GenericSecurityTrade

Gets the security that was traded.

getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFuture

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.equity.Equity

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurityTrade

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.index.IborFuture

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the security identifier.

getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProduct

Gets the security identifier.

getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProductTrade

Gets the security identifier.

getSecurityId() - Method in interface com.opengamma.strata.product.Security

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.SecurityTrade

Gets the identifier of the security that was traded.

getSecurityId() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

Gets the security identifier.

getSecurityId() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture

Gets the security identifier.

getSeniority() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

Gets the seniority.

getSensitivities() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Gets the parameter sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Gets the parameter sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Gets the immutable list of point sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Gets the point sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities

Gets the swaption SABR sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Gets the parameter sensitivities.

getSensitivities() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities

Gets the parameter sensitivities.

getSensitivities() - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities

Gets the sensitivities.

getSensitivities() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities

Gets the sensitivities.

getSensitivity(CurveName, Currency) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Gets a single sensitivity instance by name and currency.

getSensitivity() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Gets the parameter sensitivity values.

getSensitivity(CurveName) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Gets a single sensitivity instance by name.

getSensitivity() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Gets the parameter sensitivity values.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Gets the point sensitivity value.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

Gets the value of the sensitivity.

getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

Gets the value of the sensitivity.

getSensitivity(SurfaceName, Currency) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Gets a single sensitivity instance by name and currency.

getSensitivity() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Gets the parameter sensitivity values.

getSensitivity(SurfaceName) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities

Gets a single sensitivity instance by name.

getSensitivity() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity

Gets the parameter sensitivity values.

getSequenceNumber() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Gets the sequence number of the futures.

getSettleLagDays() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the settlement lag in days.

getSettleLagDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the settlement lag in days.

getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

Gets the settlement of the bond trade.

getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the settlement currency.

getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the settlement currency.

getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf

Gets the notional amount in the settlement currency, positive if receiving, negative if paying.

getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the notional amount in the settlement currency, positive if receiving, negative if paying.

getSettlementDate() - Method in class com.opengamma.strata.product.swaption.CashSettlement

Gets the settlement date.

getSettlementDate() - Method in class com.opengamma.strata.product.TradeInfo

Gets the settlement date, optional.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the number of days between valuation date and settlement date.

getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the number of days between valuation date and settlement date.

getSettlementNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Gets the settlement notional.

getSettlementType() - Method in class com.opengamma.strata.product.swaption.CashSettlement

getSettlementType() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement

getSettlementType() - Method in interface com.opengamma.strata.product.swaption.SwaptionSettlement

Gets the settlement type of swaption.

getShiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

Gets the amount by which the y-values are shifted.

getShiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

Gets the amount by which the y-value is shifted.

getShiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

Gets the amount by which y-values are shifted.

getShiftAmounts() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

Gets the amount by which the y-values are shifted.

getShifts() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

Gets the shift to apply to the rates.

getShifts() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

Gets the shift to apply to the rates.

getShiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

Gets the type of shift to apply to the y-values of the curve.

getShiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

Gets the type of shift applied to the curve rates.

getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

Gets the type of shift to apply to the y-values of the curve.

getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

Gets the type of shift applied to the curve rates.

getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

Gets the type of shift to apply to the y-value.

getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

Gets the type of shift to apply to the y-values of the curve.

getShortObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

Gets the shorter Ibor index observation.

getSingleValue() - Method in interface com.opengamma.strata.basics.market.MarketDataBox

Gets the single market data value used for all scenarios if available.

getSingleValue() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

getSingleValue() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

getSingleValueFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

Gets details of failures when building single market data values.

getSingleValueRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

Gets keys identifying the market data values required for the calculations.

getSmile() - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities

Gets the smile.

getSmileCount() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure

Gets the number of smiles.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Gets the offset of the spot value date from the trade date, providing a default result if no override specified.

getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Gets the offset of the spot value date from the trade date, providing a default result if no override specified.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the offset of the spot value date from the trade date.

getSpotDays() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

Gets the spot day settlement lag for any underlying swap instruments.

getSpread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Gets the spread rate, with a 5% rate expressed as 0.05, optional.

getSpread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Gets the spread rate, optional.

getSpread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the spread rate, defaulted to 0.

getSpreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

Gets the spread curve.

getSpreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Gets the market convention of the floating leg to which the spread leg is added.

getSpreadFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the market convention of the floating leg to which the spread leg is added.

getSpreadKey() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the key identifying the market data value which provides the spread.

getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Gets the market convention of the floating leg that has the spread applied.

getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Gets the market convention of the floating leg that has the spread applied.

getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Gets the market convention of the fixed leg for the spread.

getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Gets the market convention of the floating leg that has the spread applied.

getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Gets the market convention of the spread leg.

getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Gets the market convention of the floating leg that has the spread applied.

getStackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem

Gets stack trace where the failure occurred.

getStandardId() - Method in interface com.opengamma.strata.basics.index.Index

Returns the standard identifier of the index.

getStandardId() - Method in interface com.opengamma.strata.basics.market.ObservableId

Gets the standard identifier identifying the data.

getStandardId() - Method in interface com.opengamma.strata.basics.market.ObservableKey

Gets the standard identifier identifying the data.

getStandardId() - Method in class com.opengamma.strata.basics.market.StandardId

Gets the standard identifier, which simply returns this.

getStandardId() - Method in interface com.opengamma.strata.basics.market.StandardIdentifiable

Gets the standard identifier for the instance.

getStandardId() - Method in class com.opengamma.strata.market.id.IndexRateId

getStandardId() - Method in class com.opengamma.strata.market.id.QuoteId

Gets the ID of the data, typically an ID from an external data provider.

getStandardId() - Method in class com.opengamma.strata.market.key.IndexRateKey

getStandardId() - Method in class com.opengamma.strata.market.key.QuoteKey

Gets the ID of the market data that is required, typically an ID from an external data provider.

getStandardId() - Method in class com.opengamma.strata.product.SecurityId

Gets the standard two-part identifier.

getStart() - Method in class com.opengamma.strata.collect.range.LocalDateRange

Gets the start date, inclusive.

getStartDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo

Gets the start date of the schedule.

getStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the start date, which is the start of the first schedule period.

getStartDate() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the start date of the schedule.

getStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Gets the start date of this period, used for financial calculations such as interest accrual.

getStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets the start date of the product.

getStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets the start date of the product.

getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Gets the accrual start date of the leg.

getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Gets the accrual start date of the leg.

getStartDate() - Method in class com.opengamma.strata.product.cms.CmsLeg

Gets the accrual start date of the leg.

getStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Gets the start date of the leg.

getStartDate() - Method in class com.opengamma.strata.product.credit.Cds

Gets the first date of the term of the trade.

getStartDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the date that the CDS nominally starts in terms of premium payments.

getStartDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Gets the start date of the deposit.

getStartDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the start date of the deposit.

getStartDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the start date of the deposit.

getStartDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Gets the start date of the deposit.

getStartDate() - Method in class com.opengamma.strata.product.fra.Fra

Gets the start date, which is the effective date of the FRA.

getStartDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the start date, which is the effective date of the FRA.

getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Gets the fixing date associated with the start date of the accrual period.

getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Gets the fixing date associated with the start date of the accrual period.

getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

Gets the start date of the payment period.

getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

getStartDate() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod

Gets the start date of the period.

getStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the start date of the accrual period.

getStartDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

getStartDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Gets the accrual start date of the period.

getStartDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

getStartDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Gets the accrual start date of the swap.

getStartDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets the accrual start date of the leg.

getStartDate() - Method in class com.opengamma.strata.product.swap.Swap

Gets the accrual start date of the swap.

getStartDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Gets the accrual start date of the leg.

getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional business day adjustment to apply to the start date.

getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the business day adjustment to apply to the start date, providing a default result if no override specified.

getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the business day adjustment to apply to the start date, providing a default result if no override specified.

getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the business day adjustment to apply to the start date, providing a default result if no override specified.

getStartIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets start index value.

getStartIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets start index value.

getStartIndexValue() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets start index value.

getStartIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation

Gets the start index value.

getStartIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation

Gets the start index value.

getStartObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

Gets the observation at the start.

getStartObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

Gets the observation at the start.

getStartSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

Gets the observation for interpolation at the start.

getStepInDays() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the number of step-in days.

getStepInDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the number of step-in days.

getSteps() - Method in class com.opengamma.strata.basics.value.ValueSchedule

Gets the steps defining the change in the value.

getStrike() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

Gets the option strike rate.

getStrike() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

Gets the strike rate.

getStrike() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

Gets the swaption strike rate.

getStrike() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

Gets the strike of the surface node.

getStrike() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

Gets the strike of the surface node.

getStrike(double) - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters

Computes the strikes in ascending order.

getStrike() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the strike value.

getStrike() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Obtains the strike value.

getStrike() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Gets the strike of the option.

getStrike() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption

Gets the strike of the option.

getStrikeCount() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure

Gets the number of strikes.

getStrikeInterpolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

Gets the interpolator used in the strike dimension.

getStrikeLeftExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

Gets the left extrapolator used in the strike dimension.

getStrikePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

Gets the option strike price.

getStrikePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

Gets the option strike price.

getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the strike price, represented in decimal form.

getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the strike price, represented in decimal form.

getStrikePrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the strike price, represented in decimal form.

getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the strike price, represented in decimal form.

getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the strike price, represented in decimal form.

getStrikePrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the strike price, represented in decimal form.

getStrikeRightExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

Gets the right extrapolator used in the strike dimension.

getStubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Gets the optional convention defining how to handle stubs.

getStubConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

Gets the stub convention to use.

getStubConvention() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the stub convention to use.

getStubConvention() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets the stub convention.

getStubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets the stub convention.

getStubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Gets the convention defining how to handle stubs, providing a default result if no override specified.

getStubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the convention defining how to handle stubs, providing a default result if no override specified.

getStubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Gets the convention defining how to handle stubs, providing a default result if no override specified.

getSurface() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

Gets the Black volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

Gets the normal volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

Gets the black volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

Gets the Black volatility surface.

getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

Gets the normal volatility surface.

getSurfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the surface name.

getSurfaceName() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Gets the surface name.

getSurfaceName() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the surface name.

getSurfaceName() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity

Gets the surface name.

getSwapPricer() - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Gets the swap pricer.

getSwapPricer() - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Gets the swap pricer.

getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets settlement method.

getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets settlement method.

getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationResult

Gets the target of the calculation, often a trade.

getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationTask

Gets the target.

getTargets() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

Gets the targets that will be calculated.

getTargetType() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

Gets the type of the calculation target handled by the functions in the group.

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator

Gets the type against which tokens can be evaluated in this implementation.

getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator

getTaskRunner() - Method in interface com.opengamma.strata.calc.CalculationRunner

Gets the underlying task runner.

getTasks() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

Gets the tasks that perform the individual calculations.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Gets the template for the FRA associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Gets the template for the FX Swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Gets the template for the Ibor fixing deposit associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Gets the template for the Ibor Futures associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Gets the template for the term deposit associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Gets the template for the swap associated with this node.

getTemplate() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Gets the template for creating Fixed-Ibor swap.

getTemplate() - Method in interface com.opengamma.strata.product.swap.SwapIndex

Gets the template for creating Fixed-Ibor swap.

getTenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Gets the tenor to be added.

getTenor() - Method in interface com.opengamma.strata.basics.index.IborIndex

Gets the tenor of the index.

getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Gets the tenor of the index.

getTenor() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

Gets the tenor of the instrument behind the curve node.

getTenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Gets the underlying swap tenor.

getTenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

Gets the underlying swap tenor.

getTenor() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

Gets the tenor of the surface node.

getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Gets the tenor of the swap.

getTenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Gets the tenor of the swap.

getThird() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the third element in this pair.

getTickSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo

Gets the size of each tick.

getTickValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo

Gets the monetary value of one tick.

getTimeInterpolator() - Method in interface com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructure

Gets the time interpolator.

getTimeInterpolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

Gets the interpolator used in the time dimension.

getTimeLeftExtrapolator() - Method in interface com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructure

Gets the time left extrapolator.

getTimeLeftExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

Gets the left extrapolator used in the time dimension.

getTimeRightExtrapolator() - Method in interface com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructure

Gets the time right extrapolator.

getTimeRightExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

Gets the right extrapolator used in the time dimension.

getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

getTimeSeries() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

Gets the time-series.

getTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.basics.market.MarketData

Gets the time-series identified by the specified key, empty if not found.

getTimeSeries(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment

Gets the time-series identified by the specified key, empty if not found.

getTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData

Gets the time-series identified by the specified key, empty if not found.

getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData

getTimeSeries(ObservableKey, CalculationEnvironment) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

getTimeSeries(ObservableKey, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings

Returns a time series from a calculation environment given a key identifying the data in the series or an empty series if there is no data for the key.

getTimeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Gets keys identifying the time series of market data values required for the calculations.

getTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

getTimeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Gets the time series of market data values, keyed by ID.

getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData

getTimeSeries(LocalDate) - Static method in class com.opengamma.strata.pricer.bond.CapitalIndexedBondCurveDataSet

Obtains time series of price index up to valuation date.

getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Gets details of failures when building time series of market data values.

getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

Gets details of failures when building time series of market data values.

getTimeSeriesGb(LocalDate) - Static method in class com.opengamma.strata.pricer.bond.CapitalIndexedBondCurveDataSet

Obtains time series of price index up to valuation date.

getTimeSeriesRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

Gets keys identifying the time series of market data values required for the calculations.

getTimeToExpiry() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

Gets a set of expiry times for the smile descriptions.

getTimeToExpiry() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters

Gets the time to expiry associated to the data.

getTimeToExpiry() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure

Gets a set of expiry for smiles.

getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Gets the total number of parameters in the group.

getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Gets the total number of parameters.

getTotalWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

Gets total weight of all the fixings in this observation.

getTradeDate() - Method in class com.opengamma.strata.product.TradeInfo

Gets the trade date, optional.

getTradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements

Gets the trade-level measure requirements.

getTrades() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the trades on which the results are calculated.

getTradeTime() - Method in class com.opengamma.strata.product.TradeInfo

Gets the trade time, optional.

getTradeType() - Method in interface com.opengamma.strata.pricer.calibration.CalibrationMeasure

Gets the trade type of the calibrator.

getTradeType() - Method in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure

getTradeType() - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

getTradeTypes() - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures

Gets the supported trade types.

getTriangulationCurrency() - Method in class com.opengamma.strata.basics.currency.Currency

Gets the preferred triangulation currency.

getType() - Method in class com.opengamma.strata.basics.index.FloatingRateName

Gets the type of the index.

getType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment

Gets the type of adjustment to make.

getType() - Method in class com.opengamma.strata.calc.config.ReportingCurrency

Gets the type of reporting currency.

getType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Gets the type of the leg, such as Fixed or Ibor.

getType() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate

Gets the method by which the date of the node is calculated, defaulted to 'End'.

getType() - Method in class com.opengamma.strata.market.option.DeltaStrike

getType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

getType() - Method in class com.opengamma.strata.market.option.MoneynessStrike

getType() - Method in class com.opengamma.strata.market.option.SimpleStrike

getType() - Method in interface com.opengamma.strata.market.option.Strike

Gets the type of the strike.

getType() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

Gets the type of the reference.

getType() - Method in interface com.opengamma.strata.product.credit.ReferenceInformation

Gets the type of the underlying.

getType() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

Gets the type of the reference.

getType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

getType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

getType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

getType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

getType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

getType() - Method in interface com.opengamma.strata.product.swap.RateCalculation

Gets the type of the leg, such as Fixed or Ibor.

getType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

getType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the type of the leg, such as Fixed or Ibor.

getType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Gets the type of the leg, such as Fixed or Ibor.

getType() - Method in interface com.opengamma.strata.product.swap.SwapLeg

Gets the type of the leg, such as Fixed or Ibor.

getUnadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate

Gets the unadjusted date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

The unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

The unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

Gets the unadjusted end date.

getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the unadjusted end date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

The unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

The unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

Gets the unadjusted start date.

getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the unadjusted start date.

getUnderlying() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Gets the underlying foreign exchange transaction.

getUnderlying() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption

Gets the underlying foreign exchange transaction.

getUnderlying() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Gets the underlying swap.

getUnderlying() - Method in class com.opengamma.strata.product.swaption.Swaption

Gets the underlying swap.

getUnderlyingCurve() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

Gets the underlying curve.

getUnderlyingFuture() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Gets the underlying future.

getUnderlyingFuture() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Gets the underlying future.

getUnderlyingFuture() - Method in class com.opengamma.strata.product.index.IborFutureOption

Gets the underlying future.

getUnderlyingFuture() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Gets the underlying future.

getUnderlyingFutureId() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Gets the identifier of the underlying future.

getUnderlyingFutureId() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Gets the identifier of the underlying future.

getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.equity.EquitySecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.GenericSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

getUnderlyingIds() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

getUnderlyingIds() - Method in interface com.opengamma.strata.product.Security

Gets the set of underlying security identifiers.

getUnderlyingIds() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity

getUnderlyingSwap() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the underlying swap.

getUnderlyingSwap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

Gets the underlying swap.

getUnderlyingSwap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity

Gets the underlying swap.

getUnderlyingSwap() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture

Gets the underlying swap.

getUnits() - Method in class com.opengamma.strata.basics.date.Tenor

Gets the units supported by a tenor.

getUnits() - Method in class com.opengamma.strata.basics.schedule.Frequency

Gets the unit of this periodic frequency.

getUpfrontFee() - Method in class com.opengamma.strata.product.credit.FeeLeg

Gets the upfront fee.

getUpfrontFeeAmount() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the upfront fee amount, optional.

getUpfrontFeePaymentDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets the upfront fee date, optional.

getValuationDate() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

Gets the valuation date associated with the market data.

getValuationDate() - Method in interface com.opengamma.strata.basics.market.MarketData

Gets the valuation date of the market data.

getValuationDate() - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment

Gets a box that can provide the valuation date of each scenario.

getValuationDate() - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData

Gets a box that can provide the valuation date of each scenario.

getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData

getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Gets the valuation date associated with the data.

getValuationDate() - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData

getValuationDate() - Method in interface com.opengamma.strata.market.MarketDataView

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

getValuationDate() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

getValuationDate() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

getValuationDate() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

getValuationDate() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.market.view.FxForwardRates

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities

getValuationDate() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.pricer.BaseProvider

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider

getValuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Gets the valuation date.

getValuationDate() - Method in interface com.opengamma.strata.report.Report

Gets the valuation date of the results driving the report.

getValuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults

Gets the valuation date.

getValuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport

Gets the valuation date.

getValuationDateTime() - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

Gets the valuation date-time.

getValuationDateTime() - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Gets the valuation date.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

Gets the valuation date-time.

getValuationDateTime() - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

Gets the valuation date-time.

getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Gets the valuation date-time.

getValue(int) - Method in class com.opengamma.strata.basics.currency.FxRatesArray

Returns the FX rate for a scenario.

getValue() - Method in class com.opengamma.strata.basics.currency.Payment

Gets the amount of the payment.

getValue(MarketDataKey<T>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

getValue(ReferenceDataId<T>) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

getValue(MarketDataKey<T>) - Method in interface com.opengamma.strata.basics.market.MarketData

Gets the market data value identified by the specified key.

getValue(int) - Method in interface com.opengamma.strata.basics.market.MarketDataBox

Gets the market data value associated with the specified scenario.

getValue(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.market.ReferenceData

Gets the reference data value associated with the specified identifier.

getValue(int) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

getValue() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

Gets the market data value which provides data for multiple scenarios.

getValue(int) - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataValue

Gets the market data value associated with the specified scenario.

getValue(int) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList

getValue(int) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

getValue() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

Gets the market data value used in all scenarios.

getValue() - Method in class com.opengamma.strata.basics.market.StandardId

Gets the value of the identifier within the scheme.

getValue() - Method in class com.opengamma.strata.basics.value.ValueDerivatives

Gets the value of the variable.

getValue() - Method in class com.opengamma.strata.basics.value.ValueStep

Gets the value representing the change that occurs.

getValue(MarketDataId<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment

Gets a box that can provide an item of market data for a scenario.

getValue(MarketDataKey<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData

Gets a box that can provide an item of market data for a scenario.

getValue(MarketDataKey<T>) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData

getValue(MarketDataKey<T>, CalculationEnvironment) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

getValue(MarketDataKey<T>, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings

Returns a market data value from a calculation environment given a key identifying the data.

getValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

getValue() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult

Gets the single result that applies to all scenarios.

getValue(MarketDataKey<T>) - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData

getValue() - Method in class com.opengamma.strata.collect.result.Result

Returns the actual result value if calculated successfully, throwing an exception if a failure occurred.

getValue() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Gets the value.

getValue() - Method in class com.opengamma.strata.market.option.DeltaStrike

Gets the value of absolute delta.

getValue() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

Gets the value of log-moneyness.

getValue() - Method in class com.opengamma.strata.market.option.MoneynessStrike

Gets the value of moneyness.

getValue() - Method in class com.opengamma.strata.market.option.SimpleStrike

Gets the value of strike.

getValue() - Method in interface com.opengamma.strata.market.option.Strike

Gets the value of the strike.

getValue(int) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray

getValue() - Method in class com.opengamma.strata.product.payment.BulletPayment

Gets the amount of the payment.

getValue() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

Gets the reference to a value to display in this column.

getValueFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Gets details of failures when building single market data values.

getValueOrElse(T) - Method in class com.opengamma.strata.collect.result.Result

Returns the actual result value if calculated successfully, or the specified default value if a failure occurred.

getValueOrElseApply(Function<Failure, T>) - Method in class com.opengamma.strata.collect.result.Result

Returns the actual result value if calculated successfully, else the specified function is applied to the Failure that occurred.

getValues() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

Gets the market data values.

getValues() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

Gets the typed reference data values by identifier.

getValues() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList

Gets the market data values, one for each scenario.

getValues() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Gets the individual items of market data, keyed by ID.

getValues() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

Gets the calculated values, one per scenario.

getValues() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

Gets the calculated values, one per scenario.

getValues(Currency) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Returns the values for the specified currency, throws an exception if there are no values for the currency.

getValues() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Gets the currency values, keyed by currency.

getValues() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray

Gets the calculated values, one per scenario.

getVolatility(ZonedDateTime, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider

Returns the normal volatility.

getVolatility(ZonedDateTime, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

getVolatility(CurrencyPair, ZonedDateTime, double, double) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

getVolatility(CurrencyPair, ZonedDateTime, double, double) - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider

Calculates the Black volatility.

getVolatility(CurrencyPair, ZonedDateTime, double, double) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

getVolatility() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters

Gets the volatilities associated with the strikes.

getVolatility() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities

Gets the volatility.

getVolatility(ZonedDateTime, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

getVolatility(ZonedDateTime, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider

Returns the normal volatility.

getVolatilityTerm() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

Gets the smile description at the different time to expiry.

getVolatilityTerm() - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure

Gets the volatility smiles from delta.

getWeekendDays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Gets the set of weekend days.

getWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

Gets the weight to apply to this fixing.

getWeight() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation

Gets the positive weight used when interpolating.

getWeight() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

Gets the positive weight used when interpolating.

getXValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

getXValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the array of x-values, one for each point.

getXValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve

Gets the known x-values of the curve.

getXValues() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

getXValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the array of x-values, one for each point.

getXValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface

Gets the known x-values of the surface.

getXValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the x-value type, providing meaning to the x-values of the curve.

getXValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the x-value type, providing meaning to the x-values of the curve.

getYearFraction() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

Gets the year fraction of the investment implied by the fixing date.

getYearFraction() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Gets the year fraction of the investment implied by the fixing date.

getYearFraction() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

Gets the year fraction of the surface node.

getYearFraction() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

Gets the year fraction of the surface node.

getYearFraction() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

Gets the year fraction of the surface node.

getYearFraction() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Gets the year fraction that the accrual period represents.

getYearFraction() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Gets the year fraction that the accrual period represents.

getYearFraction() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Gets the year fraction that the accrual period represents.

getYearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Gets the year fraction between the start and end date.

getYearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Gets the year fraction between the start and end date.

getYearFraction() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Gets the year fraction between the start and end date.

getYearFraction() - Method in class com.opengamma.strata.product.rate.IborRateObservation

Gets the year fraction.

getYearFraction() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Gets the year fraction that the accrual period represents.

getYearMonth() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

Gets the year-month of the instrument behind the curve node.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Gets yield convention.

getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Gets yield convention.

getYieldCurveInstruments() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Gets the instrument type at each curve node.

getYieldCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Gets the tenor at each curve node.

getYValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

getYValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Gets the array of y-values, one for each point.

getYValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve

Gets the known y-values of the curve.

getYValues() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

getYValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the array of y-values, one for each point.

getYValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface

Gets the known y-values of the surface.

getYValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the y-value type, providing meaning to the y-values of the curve.

getYValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the y-value type, providing meaning to the y-values of the curve.

getZone() - Method in class com.opengamma.strata.product.TradeInfo

Gets the trade time-zone, optional.

getZValues() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

getZValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Gets the array of z-values, one for each point.

getZValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface

Gets the known z-values of the surface.

getZValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Gets the x-value type, providing meaning to the z-values of the curve.

getZValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Gets the z-value type, providing meaning to the z-values of the curve.

GR - Static variable in class com.opengamma.strata.basics.location.Country

The country 'GR' - Greece.

Guavate - Class in com.opengamma.strata.collect

Utilities that help bridge the gap between Java 8 and Google Guava.

H

HalfUpRounding - Class in com.opengamma.strata.basics.value

Standard implementation of Rounding that uses the half-up convention.

HalfUpRounding.Meta - Class in com.opengamma.strata.basics.value

The meta-bean for HalfUpRounding.

hasContent() - Method in class com.opengamma.strata.collect.io.XmlElement

Checks if the element has content.

hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Checks if there is an ex-coupon period.

hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Checks if there is an ex-coupon period.

hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Checks if there is an ex-coupon period.

hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Checks if there is an ex-coupon period.

hashCode() - Method in class com.opengamma.strata.basics.currency.Currency

Returns a suitable hash code for the currency.

hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a suitable hash code for the currency.

hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Returns a suitable hash code for the currency.

hashCode() - Method in class com.opengamma.strata.basics.currency.FxMatrix

hashCode() - Method in class com.opengamma.strata.basics.currency.FxRate

hashCode() - Method in class com.opengamma.strata.basics.currency.FxRatesArray

hashCode() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

hashCode() - Method in class com.opengamma.strata.basics.currency.Payment

hashCode() - Method in class com.opengamma.strata.basics.date.AdjustableDate

hashCode() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

hashCode() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

hashCode() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

Returns a suitable hash code for the identifier.

hashCode() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

hashCode() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

hashCode() - Method in class com.opengamma.strata.basics.date.Tenor

Returns a suitable hash code for the tenor.

hashCode() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

hashCode() - Method in class com.opengamma.strata.basics.index.FloatingRateName

hashCode() - Method in class com.opengamma.strata.basics.index.FxIndexObservation

Returns a hash code based on the index and fixing date.

hashCode() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

hashCode() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

hashCode() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Returns a hash code based on the index and fixing date.

hashCode() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

Returns a hash code based on the index and fixing date.

hashCode() - Method in class com.opengamma.strata.basics.location.Country

Returns a suitable hash code for the country.

hashCode() - Method in class com.opengamma.strata.basics.market.FxRateId

hashCode() - Method in class com.opengamma.strata.basics.market.FxRateKey

hashCode() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

hashCode() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

hashCode() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

hashCode() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList

hashCode() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

hashCode() - Method in class com.opengamma.strata.basics.market.StandardId

Returns a suitable hash code, based on the scheme and value.

hashCode() - Method in class com.opengamma.strata.basics.schedule.Frequency

Returns a suitable hash code for the periodic frequency.

hashCode() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

hashCode() - Method in class com.opengamma.strata.basics.schedule.Schedule

hashCode() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

hashCode() - Method in class com.opengamma.strata.basics.value.HalfUpRounding

hashCode() - Method in class com.opengamma.strata.basics.value.ValueAdjustment

hashCode() - Method in class com.opengamma.strata.basics.value.ValueDerivatives

hashCode() - Method in class com.opengamma.strata.basics.value.ValueSchedule

hashCode() - Method in class com.opengamma.strata.basics.value.ValueStep

hashCode() - Method in class com.opengamma.strata.calc.CalculationRules

hashCode() - Method in class com.opengamma.strata.calc.Column

hashCode() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules

hashCode() - Method in class com.opengamma.strata.calc.config.FunctionConfig

hashCode() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure

hashCode() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup

hashCode() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

hashCode() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

hashCode() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule

hashCode() - Method in class com.opengamma.strata.calc.config.ReportingCurrency

hashCode() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules

hashCode() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

hashCode() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

hashCode() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

hashCode() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

hashCode() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationResult

hashCode() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

hashCode() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

hashCode() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

hashCode() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult

hashCode() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray

hashCode() - Method in class com.opengamma.strata.calc.runner.MissingMappingId

hashCode() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

hashCode() - Method in class com.opengamma.strata.calc.runner.Results

hashCode() - Method in class com.opengamma.strata.collect.array.DoubleArray

hashCode() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

hashCode() - Method in class com.opengamma.strata.collect.io.CsvFile

Returns a suitable hash code for the CSV file.

hashCode() - Method in class com.opengamma.strata.collect.io.CsvRow

Returns a suitable hash code for the CSV file.

hashCode() - Method in class com.opengamma.strata.collect.io.IniFile

Returns a suitable hash code for the INI file.

hashCode() - Method in class com.opengamma.strata.collect.io.PropertiesFile

Returns a suitable hash code for the file.

hashCode() - Method in class com.opengamma.strata.collect.io.PropertySet

Returns a suitable hash code for the property set.

hashCode() - Method in class com.opengamma.strata.collect.io.ResourceLocator

Returns a suitable hash code for the locator.

hashCode() - Method in class com.opengamma.strata.collect.io.XmlElement

Returns a suitable hash code.

hashCode() - Method in class com.opengamma.strata.collect.io.XmlFile

Returns a suitable hash code for the file.

hashCode() - Method in class com.opengamma.strata.collect.range.LocalDateRange

Returns a suitable hash code.

hashCode() - Method in class com.opengamma.strata.collect.result.Failure

hashCode() - Method in class com.opengamma.strata.collect.result.FailureItem

hashCode() - Method in class com.opengamma.strata.collect.result.Result

hashCode() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

A hash code for this point.

hashCode() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

hashCode() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

hashCode() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

hashCode() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

hashCode() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

hashCode() - Method in class com.opengamma.strata.collect.tuple.Pair

hashCode() - Method in class com.opengamma.strata.collect.tuple.Triple

hashCode() - Method in class com.opengamma.strata.collect.type.TypedString

Returns a suitable hash code.

hashCode() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

hashCode() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

hashCode() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

hashCode() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping

hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping

hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter

hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter

hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter

hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

hashCode() - Method in class com.opengamma.strata.market.amount.CashFlow

hashCode() - Method in class com.opengamma.strata.market.amount.CashFlows

hashCode() - Method in class com.opengamma.strata.market.amount.LegAmounts

hashCode() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

hashCode() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

hashCode() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

hashCode() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

hashCode() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

hashCode() - Method in class com.opengamma.strata.market.curve.CurveGroup

hashCode() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

hashCode() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry

hashCode() - Method in class com.opengamma.strata.market.curve.CurveInputs

hashCode() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

hashCode() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

hashCode() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

hashCode() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

hashCode() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

hashCode() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

hashCode() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

hashCode() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

hashCode() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

hashCode() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

hashCode() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

hashCode() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

hashCode() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate

hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

hashCode() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

hashCode() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

hashCode() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

hashCode() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

hashCode() - Method in class com.opengamma.strata.market.explain.ExplainMap

hashCode() - Method in class com.opengamma.strata.market.id.CurveGroupId

hashCode() - Method in class com.opengamma.strata.market.id.CurveInputsId

hashCode() - Method in class com.opengamma.strata.market.id.DiscountCurveId

hashCode() - Method in class com.opengamma.strata.market.id.IborIndexCurveId

hashCode() - Method in class com.opengamma.strata.market.id.IndexRateId

hashCode() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

hashCode() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

hashCode() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

hashCode() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

hashCode() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

hashCode() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

hashCode() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId

hashCode() - Method in class com.opengamma.strata.market.id.QuoteId

hashCode() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

hashCode() - Method in class com.opengamma.strata.market.key.CurveGroupKey

hashCode() - Method in class com.opengamma.strata.market.key.CurveInputsKey

hashCode() - Method in class com.opengamma.strata.market.key.DiscountCurveKey

hashCode() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey

hashCode() - Method in class com.opengamma.strata.market.key.IndexRateKey

hashCode() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

hashCode() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

hashCode() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

hashCode() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

hashCode() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

hashCode() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey

hashCode() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey

hashCode() - Method in class com.opengamma.strata.market.key.QuoteKey

hashCode() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

hashCode() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey

hashCode() - Method in class com.opengamma.strata.market.option.DeltaStrike

hashCode() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

hashCode() - Method in class com.opengamma.strata.market.option.MoneynessStrike

hashCode() - Method in class com.opengamma.strata.market.option.SimpleStrike

hashCode() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

hashCode() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

hashCode() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities

hashCode() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

hashCode() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

hashCode() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

hashCode() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

hashCode() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata

hashCode() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

hashCode() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

hashCode() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

hashCode() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

hashCode() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

hashCode() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

hashCode() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities

hashCode() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity

hashCode() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate

hashCode() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray

hashCode() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

hashCode() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

hashCode() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

hashCode() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

hashCode() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

hashCode() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

hashCode() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

hashCode() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

hashCode() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates

hashCode() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

hashCode() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

hashCode() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

hashCode() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

hashCode() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

hashCode() - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities

hashCode() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters

hashCode() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities

hashCode() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

hashCode() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

hashCode() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

hashCode() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

hashCode() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

hashCode() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

hashCode() - Method in class com.opengamma.strata.product.bond.BondFuture

hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOption

hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

hashCode() - Method in class com.opengamma.strata.product.cms.Cms

hashCode() - Method in class com.opengamma.strata.product.cms.CmsLeg

hashCode() - Method in class com.opengamma.strata.product.cms.CmsPeriod

hashCode() - Method in class com.opengamma.strata.product.cms.CmsTrade

hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCms

hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

hashCode() - Method in class com.opengamma.strata.product.credit.Cds

hashCode() - Method in class com.opengamma.strata.product.credit.CdsTrade

hashCode() - Method in class com.opengamma.strata.product.credit.FeeLeg

hashCode() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

hashCode() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCds

hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

hashCode() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

hashCode() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

hashCode() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

hashCode() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

hashCode() - Method in class com.opengamma.strata.product.deposit.TermDeposit

hashCode() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

hashCode() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

hashCode() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

hashCode() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

hashCode() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

hashCode() - Method in class com.opengamma.strata.product.equity.Equity

hashCode() - Method in class com.opengamma.strata.product.equity.EquitySecurity

hashCode() - Method in class com.opengamma.strata.product.equity.EquityTrade

hashCode() - Method in class com.opengamma.strata.product.fra.Fra

hashCode() - Method in class com.opengamma.strata.product.fra.FraTrade

hashCode() - Method in class com.opengamma.strata.product.fra.ResolvedFra

hashCode() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade

hashCode() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

hashCode() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

hashCode() - Method in class com.opengamma.strata.product.fx.FxNdf

hashCode() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

hashCode() - Method in class com.opengamma.strata.product.fx.FxSingle

hashCode() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

hashCode() - Method in class com.opengamma.strata.product.fx.FxSwap

hashCode() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

hashCode() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

hashCode() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap

hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption

hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade

hashCode() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

hashCode() - Method in class com.opengamma.strata.product.GenericSecurity

hashCode() - Method in class com.opengamma.strata.product.GenericSecurityTrade

hashCode() - Method in class com.opengamma.strata.product.index.IborFuture

hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOption

hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

hashCode() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

hashCode() - Method in class com.opengamma.strata.product.index.IborFutureTrade

hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

hashCode() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

hashCode() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

hashCode() - Method in class com.opengamma.strata.product.payment.BulletPayment

hashCode() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

hashCode() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

hashCode() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

hashCode() - Method in class com.opengamma.strata.product.rate.FixedRateObservation

hashCode() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

hashCode() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

hashCode() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

hashCode() - Method in class com.opengamma.strata.product.rate.IborRateObservation

hashCode() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation

hashCode() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation

hashCode() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

hashCode() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

hashCode() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

hashCode() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

hashCode() - Method in class com.opengamma.strata.product.SecurityId

Returns a suitable hash code for the identifier.

hashCode() - Method in class com.opengamma.strata.product.SecurityInfo

hashCode() - Method in class com.opengamma.strata.product.SecurityPriceInfo

hashCode() - Method in class com.opengamma.strata.product.SecurityTrade

hashCode() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

hashCode() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity

hashCode() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

hashCode() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

hashCode() - Method in class com.opengamma.strata.product.swap.FxReset

hashCode() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

hashCode() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

hashCode() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

hashCode() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

hashCode() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

hashCode() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

hashCode() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

hashCode() - Method in class com.opengamma.strata.product.swap.NotionalExchange

hashCode() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

hashCode() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

hashCode() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

hashCode() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

hashCode() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

hashCode() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

hashCode() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

hashCode() - Method in class com.opengamma.strata.product.swap.ResetSchedule

hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture

hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade

hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

hashCode() - Method in class com.opengamma.strata.product.swap.StubCalculation

hashCode() - Method in class com.opengamma.strata.product.swap.Swap

hashCode() - Method in class com.opengamma.strata.product.swap.SwapTrade

hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

hashCode() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

hashCode() - Method in class com.opengamma.strata.product.swaption.CashSettlement

hashCode() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement

hashCode() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

hashCode() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

hashCode() - Method in class com.opengamma.strata.product.swaption.Swaption

hashCode() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

hashCode() - Method in class com.opengamma.strata.product.TradeInfo

hashCode() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

hashCode() - Method in class com.opengamma.strata.report.framework.format.FormatSettings

hashCode() - Method in class com.opengamma.strata.report.ReportCalculationResults

hashCode() - Method in class com.opengamma.strata.report.ReportRequirements

hashCode() - Method in class com.opengamma.strata.report.trade.TradeReport

hashCode() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

hashCode() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

header(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

Sets the column header.

header() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

The meta-property for the header property.

headers() - Method in class com.opengamma.strata.collect.io.CsvFile

Gets the header row.

headers() - Method in class com.opengamma.strata.collect.io.CsvRow

Gets the header row.

headSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Gets part of this series as a sub-series, choosing the earliest entries.

HK - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'HK' - Hong Kong.

HKD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'HKD' - Hong Kong Dollar.

HolidayCalendar - Interface in com.opengamma.strata.basics.date

A holiday calendar, classifying dates as holidays or business days.

HolidayCalendarId - Class in com.opengamma.strata.basics.date

An identifier for a holiday calendar.

HolidayCalendarIds - Class in com.opengamma.strata.basics.date

Identifiers for common holiday calendars.

HolidayCalendars - Class in com.opengamma.strata.basics.date

Constants and implementations for standard holiday calendars.

holidays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

The meta-property for the holidays property.

HREF - Static variable in class com.opengamma.strata.loader.fpml.FpmlDocument

The 'href' attribute key.

HRK - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'HRK' - Croatian Kuna.

HU - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'HU' = Hungary.

HUF - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'HUF' = Hugarian Forint.

HullWhiteIborFutureProductPricer - Class in com.opengamma.strata.pricer.index

Pricer for for Ibor future products.

HullWhiteIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Creates an instance.

HullWhiteIborFutureTradePricer - Class in com.opengamma.strata.pricer.index

Pricer for for Ibor future trades.

HullWhiteIborFutureTradePricer(HullWhiteIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Creates an instance.

HullWhiteOneFactorPiecewiseConstantParametersProvider - Class in com.opengamma.strata.pricer.index

Hull-White one factor model with piecewise constant volatility.

HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta - Class in com.opengamma.strata.pricer.index

The meta-bean for HullWhiteOneFactorPiecewiseConstantParametersProvider.

HullWhiteSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with physical settlement in Hull-White one factor model with piecewise constant volatility.

HullWhiteSwaptionPhysicalProductPricer(PaymentEventPricer<PaymentEvent>) - Constructor for class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer

Creates an instance.

HullWhiteSwaptionPhysicalTradePricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with physical settlement in Hull-White one factor model with piecewise constant volatility.

HullWhiteSwaptionPhysicalTradePricer() - Constructor for class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

I

IBOR_FIXING_DEPOSIT_MQ - Static variable in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure

The measure for ResolvedIborFixingDepositTrade using par rate discounting.

IBOR_FIXING_DEPOSIT_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

The calibrator for ResolvedIborFixingDepositTrade using par spread discounting.

IBOR_FUTURE_MQ - Static variable in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure

The measure for ResolvedIborFutureTrade using price discounting.

IBOR_FUTURE_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

The calibrator for ResolvedIborFutureTrade using par spread discounting.

IborAveragedFixing - Class in com.opengamma.strata.product.rate

A single fixing of an index that is observed by IborAveragedRateObservation.

IborAveragedFixing.Builder - Class in com.opengamma.strata.product.rate

The bean-builder for IborAveragedFixing.

IborAveragedFixing.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for IborAveragedFixing.

IborAveragedRateObservation - Class in com.opengamma.strata.product.rate

Defines the observation of a rate of interest based on the average of multiple fixings of a single Ibor floating rate index.

IborAveragedRateObservation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for IborAveragedRateObservation.

IborCapFloor - Class in com.opengamma.strata.product.capfloor

An Ibor cap/floor product.

IborCapFloor.Meta - Class in com.opengamma.strata.product.capfloor

The meta-bean for IborCapFloor.

IborCapFloorLeg - Class in com.opengamma.strata.product.capfloor

An Ibor cap/floor leg of a cap/floor product.

IborCapFloorLeg.Builder - Class in com.opengamma.strata.product.capfloor

The bean-builder for IborCapFloorLeg.

IborCapFloorLeg.Meta - Class in com.opengamma.strata.product.capfloor

The meta-bean for IborCapFloorLeg.

IborCapFloorTrade - Class in com.opengamma.strata.product.capfloor

A trade in an Ibor cap/floor.

IborCapFloorTrade.Builder - Class in com.opengamma.strata.product.capfloor

The bean-builder for IborCapFloorTrade.

IborCapFloorTrade.Meta - Class in com.opengamma.strata.product.capfloor

The meta-bean for IborCapFloorTrade.

IborCapletFloorletPeriod - Class in com.opengamma.strata.product.capfloor

A period over which an Ibor caplet/floorlet payoff is paid.

IborCapletFloorletPeriod.Builder - Class in com.opengamma.strata.product.capfloor

The bean-builder for IborCapletFloorletPeriod.

IborCapletFloorletPeriod.Meta - Class in com.opengamma.strata.product.capfloor

The meta-bean for IborCapletFloorletPeriod.

IborCapletFloorletSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to Ibor caplet/floorlet implied parameter point.

IborCapletFloorletSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for IborCapletFloorletSensitivity.

IborCapletFloorletVolatilities - Interface in com.opengamma.strata.market.view

Volatilities for pricing Ibor caplet/floorlet.

IborFixingDeposit - Class in com.opengamma.strata.product.deposit

An Ibor fixing deposit.

IborFixingDeposit.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for IborFixingDeposit.

IborFixingDeposit.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for IborFixingDeposit.

IborFixingDepositConvention - Interface in com.opengamma.strata.product.deposit.type

A convention for Ibor fixing deposit trades.

IborFixingDepositCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is an Ibor fixing deposit.

IborFixingDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for IborFixingDepositCurveNode.

IborFixingDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for IborFixingDepositCurveNode.

IborFixingDepositTemplate - Class in com.opengamma.strata.product.deposit.type

A template for creating an Ibor fixing deposit trade.

IborFixingDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type

The bean-builder for IborFixingDepositTemplate.

IborFixingDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type

The meta-bean for IborFixingDepositTemplate.

IborFixingDepositTrade - Class in com.opengamma.strata.product.deposit

A trade in an Ibor fixing deposit.

IborFixingDepositTrade.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for IborFixingDepositTrade.

IborFixingDepositTrade.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for IborFixingDepositTrade.

IborFuture - Class in com.opengamma.strata.product.index

A futures contract based on an Ibor index.

IborFuture.Builder - Class in com.opengamma.strata.product.index

The bean-builder for IborFuture.

IborFuture.Meta - Class in com.opengamma.strata.product.index

The meta-bean for IborFuture.

IborFutureCalculationFunction - Class in com.opengamma.strata.function.calculation.index

Perform calculations on a single IborFutureTrade for each of a set of scenarios.

IborFutureCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.index.IborFutureCalculationFunction

Creates an instance.

IborFutureConvention - Interface in com.opengamma.strata.product.index.type

A market convention for Ibor Future trades.

IborFutureConventions - Class in com.opengamma.strata.product.index.type

Market standard Ibor future conventions.

IborFutureCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is an Ibor Future.

IborFutureCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for IborFutureCurveNode.

IborFutureCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for IborFutureCurveNode.

IborFutureFunctionGroups - Class in com.opengamma.strata.function.calculation.index

Contains function groups for built-in Ibor Future calculation functions.

IborFutureOption - Class in com.opengamma.strata.product.index

A futures option contract, based on an Ibor index.

IborFutureOption.Builder - Class in com.opengamma.strata.product.index

The bean-builder for IborFutureOption.

IborFutureOption.Meta - Class in com.opengamma.strata.product.index

The meta-bean for IborFutureOption.

IborFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.index

Pricer for Ibor future option products with daily margin.

IborFutureOptionMarginedProductPricer() - Constructor for class com.opengamma.strata.pricer.index.IborFutureOptionMarginedProductPricer

Creates an instance.

IborFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.index

Pricer for Ibor future option trades with daily margin.

IborFutureOptionMarginedTradePricer() - Constructor for class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer

Creates an instance.

IborFutureOptionSecurity - Class in com.opengamma.strata.product.index

A security representing a futures option contract, based on an Ibor index.

IborFutureOptionSecurity.Builder - Class in com.opengamma.strata.product.index

The bean-builder for IborFutureOptionSecurity.

IborFutureOptionSecurity.Meta - Class in com.opengamma.strata.product.index

The meta-bean for IborFutureOptionSecurity.

IborFutureOptionSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to an implied volatility for a Ibor future option model.

IborFutureOptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for IborFutureOptionSensitivity.

IborFutureOptionTrade - Class in com.opengamma.strata.product.index

A trade representing an option on a futures contract based on an Ibor index.

IborFutureOptionTrade.Builder - Class in com.opengamma.strata.product.index

The bean-builder for IborFutureOptionTrade.

IborFutureOptionTrade.Meta - Class in com.opengamma.strata.product.index

The meta-bean for IborFutureOptionTrade.

IborFutureProvider - Interface in com.opengamma.strata.pricer.index

Data provider for for model parameters related to Ibor futures and their options.

IborFutureSecurity - Class in com.opengamma.strata.product.index

A security representing a futures contract based on an Ibor index.

IborFutureSecurity.Builder - Class in com.opengamma.strata.product.index

The bean-builder for IborFutureSecurity.

IborFutureSecurity.Meta - Class in com.opengamma.strata.product.index

The meta-bean for IborFutureSecurity.

IborFutureTemplate - Class in com.opengamma.strata.product.index.type

A template for creating an Ibor Future trade.

IborFutureTemplate.Builder - Class in com.opengamma.strata.product.index.type

The bean-builder for IborFutureTemplate.

IborFutureTemplate.Meta - Class in com.opengamma.strata.product.index.type

The meta-bean for IborFutureTemplate.

IborFutureTrade - Class in com.opengamma.strata.product.index

A trade representing a futures contract based on an Ibor index.

IborFutureTrade.Builder - Class in com.opengamma.strata.product.index

The bean-builder for IborFutureTrade.

IborFutureTrade.Meta - Class in com.opengamma.strata.product.index

The meta-bean for IborFutureTrade.

IborIborSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for Ibor-Ibor swap trades.

IborIborSwapConventions - Class in com.opengamma.strata.product.swap.type

Market standard Ibor-Ibor swap conventions.

IborIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a Ibor-Ibor interest rate swap.

IborIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for IborIborSwapCurveNode.

IborIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for IborIborSwapCurveNode.

IborIborSwapTemplate - Class in com.opengamma.strata.product.swap.type

A template for creating Ibor-Ibor swap trades.

IborIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for IborIborSwapTemplate.

IborIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for IborIborSwapTemplate.

IborIndex - Interface in com.opengamma.strata.basics.index

An inter-bank lending rate index, such as Libor or Euribor.

iborIndexCurve(IborIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds an Ibor index forward curve to the provider.

iborIndexCurve(IborIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds an index forward curve to the provider with associated time-series.

IborIndexCurveId - Class in com.opengamma.strata.market.id

A market data ID identifying the forward curve for an IborIndex.

IborIndexCurveId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for IborIndexCurveId.

IborIndexCurveKey - Class in com.opengamma.strata.market.key

Market data key identifying the forward curve for an Ibor index.

IborIndexCurveKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for IborIndexCurveKey.

IborIndexCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping

Market data mapping that accepts a IborIndexCurveKey and returns an IborIndexCurveId with the name of the curve group that is the source of the curve.

IborIndexCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping

The meta-bean for IborIndexCurveMapping.

IborIndexCurveMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve

Market data function that builds a Curve representing the forward curve of an Ibor index.

IborIndexCurveMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.IborIndexCurveMarketDataFunction

IborIndexObservation - Class in com.opengamma.strata.basics.index

Defines the observation of a rate of interest from a single Ibor index.

IborIndexObservation.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for IborIndexObservation.

IborIndexRates - Interface in com.opengamma.strata.market.view

Provides access to rates for an Ibor index.

iborIndexRates(IborIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

iborIndexRates(IborIndex) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider

iborIndexRates(IborIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the rates for an Ibor index.

IborIndices - Class in com.opengamma.strata.basics.index

Constants and implementations for standard Ibor indices.

IborInterpolatedRateObservation - Class in com.opengamma.strata.product.rate

Defines the observation of a rate of interest interpolated from two Ibor indices.

IborInterpolatedRateObservation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for IborInterpolatedRateObservation.

iborRate(IborRateObservation) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the rate to be observed.

iborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the iborRate property.

iborRate(IborRateObservation) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

Sets the Ibor rate observation.

iborRate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

The meta-property for the iborRate property.

IborRateAveragingMethod - Enum in com.opengamma.strata.product.swap

A convention defining how to average floating rates.

IborRateCalculation - Class in com.opengamma.strata.product.swap

Defines the calculation of a floating rate swap leg based on an Ibor index.

IborRateCalculation.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for IborRateCalculation.

IborRateCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for IborRateCalculation.

IborRateObservation - Class in com.opengamma.strata.product.rate

Defines the observation of a rate of interest from a single Ibor index.

IborRateObservation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for IborRateObservation.

IborRateSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to a rate from an Ibor index curve.

IborRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for IborRateSensitivity.

IborRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type

A market convention for the floating leg of rate swap trades based on an Ibor index.

IborRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for IborRateSwapLegConvention.

IborRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for IborRateSwapLegConvention.

id() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

The meta-property for the id property.

ID - Static variable in class com.opengamma.strata.basics.location.Country

The country 'ID' - Indonesia.

ID - Static variable in class com.opengamma.strata.loader.fpml.FpmlDocument

The 'id' attribute key.

id() - Method in class com.opengamma.strata.product.SecurityInfo.Meta

The meta-property for the id property.

id(SecurityId) - Method in class com.opengamma.strata.product.SecurityInfoBuilder

Sets the security identifier.

id() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the id property.

id(StandardId) - Method in class com.opengamma.strata.product.TradeInfoBuilder

Sets the primary identifier for the trade, optional.

identifiers() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

identifiers() - Method in interface com.opengamma.strata.basics.market.ReferenceData

Gets the available identifiers.

identity() - Static method in interface com.opengamma.strata.calc.marketdata.mapping.FeedIdMapping

Returns a mapping that always returns the ID that is passed in.

identity(int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an identity matrix.

idForFeed(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.mapping.FeedIdMapping

Returns an observable ID that can be used for looking up the market data in a market data feed if there is a mapping defined for the ID argument.

idForFeed(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.mapping.MissingDataAwareFeedIdMapping

IDR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'IDR' = Indonesian Rupiah.

ignoreFailures(boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

Sets whether to ignore failures, or report the errors.

ignoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

The meta-property for the ignoreFailures property.

IL - Static variable in class com.opengamma.strata.basics.location.Country

The country 'IL' - Israel.

ILS - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'ILS' = Israeli Shekel.

IMM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'IMM' roll convention which adjusts the date to the third Wednesday.

IMMAUD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'IMMAUD' roll convention which adjusts the date to the Thursday before the second Friday.

IMMNZD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'IMMNZD' roll convention which adjusts the date to the first Wednesday on or after the ninth day of the month.

ImmutableCdsConvention - Class in com.opengamma.strata.product.credit.type

A market convention for credit default swap (CDS) trades.

ImmutableCdsConvention.Builder - Class in com.opengamma.strata.product.credit.type

The bean-builder for ImmutableCdsConvention.

ImmutableCdsConvention.Meta - Class in com.opengamma.strata.product.credit.type

The meta-bean for ImmutableCdsConvention.

ImmutableFixedIborSwapConvention - Class in com.opengamma.strata.product.swap.type

A market convention for Fixed-Ibor swap trades.

ImmutableFixedIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for ImmutableFixedIborSwapConvention.

ImmutableFixedIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for ImmutableFixedIborSwapConvention.

ImmutableFixedOvernightSwapConvention - Class in com.opengamma.strata.product.swap.type

A market convention for Fixed-Overnight swap trades.

ImmutableFixedOvernightSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for ImmutableFixedOvernightSwapConvention.

ImmutableFixedOvernightSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for ImmutableFixedOvernightSwapConvention.

ImmutableFraConvention - Class in com.opengamma.strata.product.fra.type

A market convention for forward rate agreement (FRA) trades.

ImmutableFraConvention.Builder - Class in com.opengamma.strata.product.fra.type

The bean-builder for ImmutableFraConvention.

ImmutableFraConvention.Meta - Class in com.opengamma.strata.product.fra.type

The meta-bean for ImmutableFraConvention.

ImmutableFxIndex - Class in com.opengamma.strata.basics.index

A foreign exchange index implementation based on an immutable set of rules.

ImmutableFxIndex.Builder - Class in com.opengamma.strata.basics.index

The bean-builder for ImmutableFxIndex.

ImmutableFxIndex.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for ImmutableFxIndex.

ImmutableFxSwapConvention - Class in com.opengamma.strata.product.fx.type

A market convention for FX swap trades

ImmutableFxSwapConvention.Builder - Class in com.opengamma.strata.product.fx.type

The bean-builder for ImmutableFxSwapConvention.

ImmutableFxSwapConvention.Meta - Class in com.opengamma.strata.product.fx.type

The meta-bean for ImmutableFxSwapConvention.

ImmutableHolidayCalendar - Class in com.opengamma.strata.basics.date

A holiday calendar implementation based on an immutable set of holiday dates and weekends.

ImmutableHolidayCalendar.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for ImmutableHolidayCalendar.

ImmutableIborFixingDepositConvention - Class in com.opengamma.strata.product.deposit.type

A convention for Ibor fixing deposit trades.

ImmutableIborFixingDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type

The bean-builder for ImmutableIborFixingDepositConvention.

ImmutableIborFixingDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type

The meta-bean for ImmutableIborFixingDepositConvention.

ImmutableIborFutureConvention - Class in com.opengamma.strata.product.index.type

A market convention for Ibor Future trades.

ImmutableIborFutureConvention.Builder - Class in com.opengamma.strata.product.index.type

The bean-builder for ImmutableIborFutureConvention.

ImmutableIborFutureConvention.Meta - Class in com.opengamma.strata.product.index.type

The meta-bean for ImmutableIborFutureConvention.

ImmutableIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type

A market convention for Ibor-Ibor swap trades.

ImmutableIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for ImmutableIborIborSwapConvention.

ImmutableIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for ImmutableIborIborSwapConvention.

ImmutableIborIndex - Class in com.opengamma.strata.basics.index

An Ibor index implementation based on an immutable set of rules.

ImmutableIborIndex.Builder - Class in com.opengamma.strata.basics.index

The bean-builder for ImmutableIborIndex.

ImmutableIborIndex.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for ImmutableIborIndex.

ImmutableMarketData - Class in com.opengamma.strata.basics.market

An immutable set of market data

ImmutableMarketData.Meta - Class in com.opengamma.strata.basics.market

The meta-bean for ImmutableMarketData.

ImmutableMarketDataBuilder - Class in com.opengamma.strata.basics.market

A mutable builder for instances of ImmutableMarketData.

ImmutableMeasure - Class in com.opengamma.strata.calc.config

The default, immutable implementation of Measure.

ImmutableMeasure.Builder - Class in com.opengamma.strata.calc.config

The bean-builder for ImmutableMeasure.

ImmutableMeasure.Meta - Class in com.opengamma.strata.calc.config

The meta-bean for ImmutableMeasure.

ImmutableOvernightIndex - Class in com.opengamma.strata.basics.index

An overnight index, such as Sonia or Eonia.

ImmutableOvernightIndex.Builder - Class in com.opengamma.strata.basics.index

The bean-builder for ImmutableOvernightIndex.

ImmutableOvernightIndex.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for ImmutableOvernightIndex.

ImmutablePriceIndex - Class in com.opengamma.strata.basics.index

A price index implementation based on an immutable set of rules.

ImmutablePriceIndex.Builder - Class in com.opengamma.strata.basics.index

The bean-builder for ImmutablePriceIndex.

ImmutablePriceIndex.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for ImmutablePriceIndex.

ImmutableRatesProvider - Class in com.opengamma.strata.pricer.rate

The default immutable rates provider, used to calculate analytic measures.

ImmutableRatesProvider.Meta - Class in com.opengamma.strata.pricer.rate

The meta-bean for ImmutableRatesProvider.

ImmutableRatesProviderBuilder - Class in com.opengamma.strata.pricer.rate

Builder for the immutable rates provider.

ImmutableRatesProviderGenerator - Class in com.opengamma.strata.pricer.calibration

Generates a rates provider based on an existing provider.

ImmutableReferenceData - Class in com.opengamma.strata.basics.market

An immutable set of reference data

ImmutableReferenceData.Meta - Class in com.opengamma.strata.basics.market

The meta-bean for ImmutableReferenceData.

ImmutableSwapIndex - Class in com.opengamma.strata.product.swap

A swap index implementation based on an immutable set of rules.

ImmutableSwapIndex.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for ImmutableSwapIndex.

ImmutableSwapIndex.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for ImmutableSwapIndex.

ImmutableTermDepositConvention - Class in com.opengamma.strata.product.deposit.type

A market convention for term deposit trades.

ImmutableTermDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type

The bean-builder for ImmutableTermDepositConvention.

ImmutableTermDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type

The meta-bean for ImmutableTermDepositConvention.

ImmutableThreeLegBasisSwapConvention - Class in com.opengamma.strata.product.swap.type

A market convention for three leg basis swap trades.

ImmutableThreeLegBasisSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for ImmutableThreeLegBasisSwapConvention.

ImmutableThreeLegBasisSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for ImmutableThreeLegBasisSwapConvention.

ImmutableXCcyIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type

A market convention for cross-currency Ibor-Ibor swap trades.

ImmutableXCcyIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for ImmutableXCcyIborIborSwapConvention.

ImmutableXCcyIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for ImmutableXCcyIborIborSwapConvention.

impliedVolatility(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the implied Black volatility of the foreign exchange vanilla option product.

impliedVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Computes the implied volatility of the swaption.

impliedVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Computes the implied volatility of the swaption.

impliedVolatilityFromPresentValue(ResolvedSwaption, RatesProvider, DayCount, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer

Computes the implied normal volatility from the present value of a swaption.

impliedVolatilityFromPresentValue(ResolvedSwaption, RatesProvider, DayCount, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer

Computes the implied normal volatility from the present value of a swaption.

IN - Static variable in class com.opengamma.strata.basics.location.Country

The country 'IN' - India.

index() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

The meta-property for the index property.

Index - Interface in com.opengamma.strata.basics.index

An index of values, such as LIBOR, FED FUND or daily exchange rates.

index(OvernightIndex) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

Sets the Overnight index.

index() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta

The meta-property for the index property.

INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The observed index, such as an Ibor or Overnight index.

index() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

The meta-property for the index property.

index() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

Sets the Ibor index of the underlying future.

index() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

The meta-property for the index property.

index(SwapIndex) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the swap index.

index() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the index property.

index(SwapIndex) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the swap index.

index() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the Ibor index.

index() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the Ibor index.

index() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the Ibor index.

index() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the Ibor index.

index() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the index property.

index(FxIndex) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

Sets the index defining the FX rate to observe on the fixing date.

index() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the underlying Ibor index.

index() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

Sets the underlying Ibor index.

index() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Sets the Ibor index.

index() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

The meta-property for the index property.

index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

Sets the Overnight index.

index() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

The meta-property for the index property.

index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

Sets the Overnight index.

index() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

The meta-property for the index property.

index(FxIndex) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

Sets the FX index used to obtain the FX reset rate.

index() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the Ibor index.

index() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the index property.

index(PriceIndex) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

Sets the index of prices.

index() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

The meta-property for the index property.

index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the Overnight index.

index() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

Sets the Ibor index to be used for the stub.

index() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta

The meta-property for the index property.

index(IborIndex) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the Ibor index.

index() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the index property.

index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the Overnight index.

index() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the index property.

INDEX_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The observed index value, typically derived from a curve.

indexAnnexVersion(int) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

Sets the CDS index series version identifier.

indexAnnexVersion() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta

The meta-property for the indexAnnexVersion property.

indexCurve(Index) - Static method in class com.opengamma.strata.market.key.MarketDataKeys

Returns a market data key for the forward curve for an index.

IndexCurveFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve

A market data filter matching a curve for an index.

IndexCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve

The meta-bean for IndexCurveFilter.

IndexCurveId - Interface in com.opengamma.strata.market.id

Market data ID identifying a forward curve for an index.

indexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

The meta-property for the indexCurves property.

indexCurves(Map<? extends Index, ? extends Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds index forward curves to the provider.

indexCurves(Map<? extends Index, ? extends Curve>, Map<? extends Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds index forward curves to the provider with associated time-series.

IndexedCurvePointShift - Class in com.opengamma.strata.market.curve.perturb

Perturbation which applies a shift to a single point on a nodal curve.

IndexedCurvePointShift.Meta - Class in com.opengamma.strata.market.curve.perturb

The meta-bean for IndexedCurvePointShift.

indexId(StandardId) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

Sets the CDS index identifier, such as a RED pair code.

indexId() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta

The meta-property for the indexId property.

indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the second Ibor index to be used for linear interpolation, optional.

indexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the indexInterpolated property.

indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

Sets the second Ibor index to be used for the stub, linearly interpolated.

indexInterpolated() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta

The meta-property for the indexInterpolated property.

indexName() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta

The meta-property for the indexName property.

IndexObservation - Interface in com.opengamma.strata.basics.index

A single observation of an index.

indexOf(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Find the index of the first occurrence of the specified value.

IndexRateId - Class in com.opengamma.strata.market.id

A market data ID identifying the current and historical values for an Index.

IndexRateId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for IndexRateId.

IndexRateKey - Class in com.opengamma.strata.market.key

Market data key identifying the current and historical values for an index.

IndexRateKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for IndexRateKey.

IndexReferenceInformation - Class in com.opengamma.strata.product.credit

Reference data for a CDS index.

IndexReferenceInformation.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for IndexReferenceInformation.

IndexReferenceInformation.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for IndexReferenceInformation.

indexSeries(int) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

Sets the CDS index series identifier.

indexSeries() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta

The meta-property for the indexSeries property.

indices(Set<Index>) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

Sets the indices for which the curve provides forward rates.

indices(Index...) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

Sets the indices property in the builder from an array of objects.

indices() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta

The meta-property for the indices property.

InflationEndInterpolatedRateObservation - Class in com.opengamma.strata.product.rate

Defines the observation of inflation figures from a price index with interpolation where the start index value is known.

InflationEndInterpolatedRateObservation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for InflationEndInterpolatedRateObservation.

InflationEndMonthRateObservation - Class in com.opengamma.strata.product.rate

Defines the observation of inflation figures from a price index where the start index value is known.

InflationEndMonthRateObservation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for InflationEndMonthRateObservation.

InflationInterpolatedRateObservation - Class in com.opengamma.strata.product.rate

Defines the observation of inflation figures from a price index with interpolation.

InflationInterpolatedRateObservation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for InflationInterpolatedRateObservation.

InflationMonthlyRateObservation - Class in com.opengamma.strata.product.rate

Defines the observation of inflation figures from a price index.

InflationMonthlyRateObservation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for InflationMonthlyRateObservation.

InflationRateCalculation - Class in com.opengamma.strata.product.swap

Defines the calculation of a swap leg of a zero-coupon inflation coupon based on a price index.

InflationRateCalculation.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for InflationRateCalculation.

InflationRateCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for InflationRateCalculation.

InflationRateSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to a rate from a price index curve.

InflationRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for InflationRateSensitivity.

info() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the info property.

info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the standard security information.

info() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

The meta-property for the info property.

info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the standard security information.

info() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

The meta-property for the info property.

info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets the standard security information.

info() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

The meta-property for the info property.

info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets the standard security information.

info() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

The meta-property for the info property.

info(SecurityInfo) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder

Sets the standard security information.

info() - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta

The meta-property for the info property.

info() - Method in class com.opengamma.strata.product.GenericSecurity.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

The meta-property for the info property.

info(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the standard security information.

info() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

The meta-property for the info property.

info(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

Sets the standard security information.

info() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.SecurityTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.SecurityTrade.Meta

The meta-property for the info property.

info(SecurityInfo) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder

Sets the standard security information.

info() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta

The meta-property for the info property.

info(TradeInfo) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

Sets the additional trade information, defaulted to an empty instance.

info() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

The meta-property for the info property.

IniFile - Class in com.opengamma.strata.collect.io

An INI file.

initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the flag indicating whether to exchange the initial notional.

initialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the initialExchange property.

initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the flag indicating whether to exchange the initial notional.

initialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the initialExchange property.

initialGuess(LocalDate, MarketData, ValueType) - Method in interface com.opengamma.strata.market.curve.CurveNode

Gets the initial guess used for calibrating the node.

initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

initialGuesses(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Gets the list of all initial guesses.

initialStub(StubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the rate to be used in initial stub, optional.

initialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the initialStub property.

initialValue(double) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

Sets the initial value.

initialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

The meta-property for the initialValue property.

inOrderNotEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the two values are in order and not equal.

inOrderOrEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the two values are in order or equal.

INR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'INR' = Indian Rupee.

inRange(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low <= x < high.

inRange(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low <= x < high.

inRangeExclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low < x < high.

inRangeExclusive(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low < x < high.

inRangeInclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low <= x <= high.

inRangeInclusive(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is within the range defined by low <= x <= high.

INSTANCE - Static variable in class com.opengamma.strata.calc.marketdata.function.MissingMappingMarketDataFunction

The single shared instance of the class.

INSTANCE - Static variable in class com.opengamma.strata.calc.marketdata.mapping.MissingMapping

Singleton instance.

INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter

The single shared instance.

INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter

The single shared instance.

INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter

The single shared instance.

instance() - Static method in interface com.opengamma.strata.pricer.rate.RateObservationFn

Returns a default instance of the function.

instance() - Static method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer

Returns a default instance of the function.

instance() - Static method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Returns a default instance of the function.

INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter

The single shared instance of this report formatter.

INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportRunner

The single shared instance of this report runner.

INSTANCE - Static variable in class com.opengamma.strata.report.framework.format.FormatSettingsProvider

The default instance.

INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportFormatter

The single shared instance of this report formatter.

INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportRunner

The single shared instance of this report runner.

IntDoubleConsumer - Interface in com.opengamma.strata.collect.function

An operation consuming two arguments - int and double.

IntDoublePair - Class in com.opengamma.strata.collect.tuple

An immutable pair consisting of an int and double.

IntDoublePair.Meta - Class in com.opengamma.strata.collect.tuple

The meta-bean for IntDoublePair.

IntDoublePredicate - Interface in com.opengamma.strata.collect.function

A predicate of two arguments - int and double.

IntDoubleToDoubleFunction - Interface in com.opengamma.strata.collect.function

A function of two arguments - int and double.

intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.

intermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

The meta-property for the intermediateExchange property.

intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.

intermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the intermediateExchange property.

interpolate(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveInterpolator

Computes the y-value for the specified x-value by interpolation.

interpolated(boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

Sets how the reference index calculation occurs, defaulted to false.

interpolated() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

The meta-property for the interpolated property.

InterpolatedNodalCurve - Class in com.opengamma.strata.market.curve

A curve based on interpolation between a number of nodal points.

InterpolatedNodalCurve.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for InterpolatedNodalCurve.

InterpolatedNodalCurve.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for InterpolatedNodalCurve.

InterpolatedNodalCurveDefinition - Class in com.opengamma.strata.market.curve

Provides the definition of how to calibrate an interpolated nodal curve.

InterpolatedNodalCurveDefinition.Builder - Class in com.opengamma.strata.market.curve

The bean-builder for InterpolatedNodalCurveDefinition.

InterpolatedNodalCurveDefinition.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for InterpolatedNodalCurveDefinition.

InterpolatedNodalSurface - Class in com.opengamma.strata.market.surface

A surface based on interpolation between a number of nodal points.

InterpolatedNodalSurface.Builder - Class in com.opengamma.strata.market.surface

The bean-builder for InterpolatedNodalSurface.

InterpolatedNodalSurface.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for InterpolatedNodalSurface.

InterpolatedSmileDeltaTermStructure - Interface in com.opengamma.strata.pricer.fx

An interpolated term structure of smile as used in Forex market.

InterpolatedSmileDeltaTermStructureStrikeInterpolation - Class in com.opengamma.strata.pricer.fx

An interpolated term structure of smiles as used in Forex market.

InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta - Class in com.opengamma.strata.pricer.fx

The meta-bean for InterpolatedSmileDeltaTermStructureStrikeInterpolation.

interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the interpolator.

interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the interpolator property.

interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the interpolator used to find points on the curve.

interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the interpolator property.

INTERPOLATOR - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators

Interpolator extrapolator.

interpolator(GridInterpolator2D) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

Sets the underlying interpolator.

interpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

The meta-property for the interpolator property.

intersection(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange

Calculates the range that is the intersection of this range and the specified range.

intersection(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Obtains the intersection of a pair of time series.

IntIntDoubleConsumer - Interface in com.opengamma.strata.collect.function

An operation consuming three arguments - int, int and double.

IntIntDoublePredicate - Interface in com.opengamma.strata.collect.function

A predicate of three arguments - int, int and double.

IntIntDoubleToDoubleFunction - Interface in com.opengamma.strata.collect.function

A function of three arguments - int, int and double.

IntIntToDoubleFunction - Interface in com.opengamma.strata.collect.function

A function of two arguments - int and int.

invalidTokenFailure(T, String) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator

Generates a failure result for an invalid token.

inverse() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Gets the inverse currency pair.

inverse() - Method in class com.opengamma.strata.basics.currency.FxRate

Gets the inverse rate.

inverse() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Returns the inverse transaction.

IR01_BUCKETED_PAR - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the (vector) PV change to a series of 1 bps shifts in par interest rates at each curve node.

IR01_BUCKETED_ZERO - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the (vector) PV change to a series of 1 bps shifts in zero interest rates at each curve node.

IR01_PARALLEL_PAR - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the (scalar) PV change to a 1 bps shift in par interest rates.

IR01_PARALLEL_ZERO - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the (scalar) PV change to a 1 bps shift in zero interest rates of calibrated curve.

ir01BucketedPar(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the vector PV change to a series of 1 basis point shifts in par interest rates at each curve node.

ir01BucketedZero(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the vector PV change to a series of 1 basis point shifts in par interest rates at each curve node.

ir01ParallelPar(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the scalar PV change to a 1 basis point shift in par interest rates.

ir01ParallelZero(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the scalar PV change to a 1 basis point shift in zero rates.

IS - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'IS' - Iceland.

isAfter(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange

Checks if this range is entirely after the specified range.

isAnnual() - Method in class com.opengamma.strata.basics.schedule.Frequency

Checks if the periodic frequency is annual.

isBefore(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange

Checks if this range is entirely before the specified range.

isBusinessDay(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Checks if the specified date is a business day.

isBuy() - Method in enum com.opengamma.strata.basics.BuySell

Checks if the type is 'Buy'.

isCalculateBackwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention

Checks if the schedule is calculated backwards from the end date to the start date.

isCalculateForwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention

Checks if the schedule is calculated forwards from the start date to the end date.

isCall() - Method in enum com.opengamma.strata.basics.PutCall

Checks if the type is 'Call'.

isCdsDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic

Checks if the specified date is a CDS date.

isComplete() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Returns true if evaluation of the whole expression is complete.

isCompoundingApplicable() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Checks whether compounding applies.

isConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Checks if this currency pair is a conventional currency pair.

isCrossCurrency() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Checks if this trade is cross-currency.

isCrossCurrency() - Method in class com.opengamma.strata.product.swap.Swap

Checks if this trade is cross-currency.

isCurrencyConvertible() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure

Gets flag indicating whether measure values should be automatically converted to the reporting currency.

isCurrencyConvertible() - Method in interface com.opengamma.strata.calc.config.Measure

Flag indicating whether measure values should be automatically converted to the reporting currency.

ISDA_CREDIT - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is an ISDA credit curve value - 'IsdaCredit'.

IsdaCdsHelper - Class in com.opengamma.strata.pricer.credit

Helper for interacting with the underlying Analytics layer for CDS pricing.

IsdaCdsHelper() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsHelper

IsdaCdsPricer - Class in com.opengamma.strata.pricer.credit

Pricer for for CDS products using the ISDA methodology.

IsdaCdsPricer() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsPricer

isdaCredit(CurveName, List<? extends CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for an ISDA credit curve.

IsdaCreditCurveInputs - Class in com.opengamma.strata.market.curve

The par rates used when calibrating an ISDA credit curve.

IsdaCreditCurveInputs.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for IsdaCreditCurveInputs.

IsdaIndexCreditCurveInputsId - Class in com.opengamma.strata.market.id

Market data ID for a set of par rates to be used in the ISDA credit model's credit curve calibration for an index.

IsdaIndexCreditCurveInputsId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for IsdaIndexCreditCurveInputsId.

IsdaIndexCreditCurveInputsKey - Class in com.opengamma.strata.market.key

Market data key identifying a set of par rates to be used in the ISDA credit model's credit curve calibration for an index.

IsdaIndexCreditCurveInputsKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for IsdaIndexCreditCurveInputsKey.

IsdaIndexRecoveryRateId - Class in com.opengamma.strata.market.id

Market data ID for a recovery rate to be used in the ISDA credit model's pricing for an index.

IsdaIndexRecoveryRateId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for IsdaIndexRecoveryRateId.

IsdaIndexRecoveryRateKey - Class in com.opengamma.strata.market.key

Market data key identifying the recovery rate to be used in the ISDA credit model's pricing for a single-name.

IsdaIndexRecoveryRateKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for IsdaIndexRecoveryRateKey.

IsdaSingleNameCreditCurveInputsId - Class in com.opengamma.strata.market.id

Market data ID for a set of par rates to be used in the ISDA credit model's credit curve calibration for a single-name.

IsdaSingleNameCreditCurveInputsId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for IsdaSingleNameCreditCurveInputsId.

IsdaSingleNameCreditCurveInputsKey - Class in com.opengamma.strata.market.key

Market data key identifying a set of par rates to be used in the ISDA credit model's credit curve calibration for a single-name.

IsdaSingleNameCreditCurveInputsKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for IsdaSingleNameCreditCurveInputsKey.

IsdaSingleNameRecoveryRateId - Class in com.opengamma.strata.market.id

Market data ID for a recovery rate to be used in the ISDA credit model's pricing for a single-name.

IsdaSingleNameRecoveryRateId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for IsdaSingleNameRecoveryRateId.

IsdaSingleNameRecoveryRateKey - Class in com.opengamma.strata.market.key

Market data key identifying the recovery rate to be used in the ISDA credit model's pricing for a single-name.

IsdaSingleNameRecoveryRateKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for IsdaSingleNameRecoveryRateKey.

IsdaYieldCurveConvention - Interface in com.opengamma.strata.product.credit.type

CDS Standard model definition for parameters required to bootstrap an ISDA yield curve

IsdaYieldCurveConventions - Class in com.opengamma.strata.product.credit.type

Market conventions used to bootstrap an ISDA yield curve

IsdaYieldCurveInputs - Class in com.opengamma.strata.market.curve

The par rates used when calibrating an ISDA yield curve.

IsdaYieldCurveInputs.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for IsdaYieldCurveInputs.

IsdaYieldCurveInputsId - Class in com.opengamma.strata.market.id

Market data ID identifying a set of par rates to be used in the ISDA credit model's yield curve calibration for a currency.

IsdaYieldCurveInputsId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for IsdaYieldCurveInputsId.

IsdaYieldCurveInputsKey - Class in com.opengamma.strata.market.key

Market data key identifying a set of par rates to be used in the ISDA credit model's yield yield curve calibration for a currency.

IsdaYieldCurveInputsKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for IsdaYieldCurveInputsKey.

IsdaYieldCurveUnderlyingType - Enum in com.opengamma.strata.market.curve

Enumerates the supported types of underlying instruments on an ISDA yield curve.

isEmpty() - Method in class com.opengamma.strata.collect.array.DoubleArray

Checks if this array is empty.

isEmpty() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Checks if this matrix is empty.

isEmpty() - Method in class com.opengamma.strata.collect.io.PropertySet

Checks if this property set is empty.

isEmpty() - Method in class com.opengamma.strata.collect.range.LocalDateRange

Checks if the range is empty.

isEmpty() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Indicates if this time-series is empty.

isEnd() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate

Checks if the type is 'End'.

isEndOfMonthConvention() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo

Checks if the end of month convention is in use.

isEndOfMonthConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule

Checks if the end of month convention is in use.

isFailure() - Method in class com.opengamma.strata.collect.result.Result

Indicates if this result represents a failure.

isFalse(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is false.

isFalse(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is false.

isFinalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the flag indicating whether to exchange the final notional.

isFinalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the flag indicating whether to exchange the final notional.

isFixed() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate

Checks if the type is 'Fixed'.

isFixed() - Method in enum com.opengamma.strata.product.swap.SwapLegType

Checks if the type is 'Fixed'.

isFixedRate() - Method in class com.opengamma.strata.product.swap.StubCalculation

Checks if the stub has a fixed rate.

isFloat() - Method in enum com.opengamma.strata.product.swap.SwapLegType

Checks if the type is floating, defined as 'Ibor', 'Overnight' or 'Inflation'.

isFloatingRate() - Method in class com.opengamma.strata.product.swap.StubCalculation

Checks if the stub has a floating rate.

isHoliday(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Checks if the specified date is a holiday.

isHoliday(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

isIbor() - Method in enum com.opengamma.strata.basics.index.FloatingRateType

Checks if the type is 'Ibor'.

isIdentity() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Checks if this currency pair is an identity pair.

isIgnoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

Gets whether to ignore failures, or report the errors.

isIndexRollDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic

Checks if the specified date is an index roll date.

isInitialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the flag indicating whether to exchange the initial notional.

isInitialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the flag indicating whether to exchange the initial notional.

isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.

isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.

isInterpolated() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Gets how the reference index calculation occurs, defaulted to false.

isInterpolated() - Method in class com.opengamma.strata.product.swap.StubCalculation

Checks if the stub has an interpolated rate.

isInverse(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Checks if this currency pair is the inverse of the specified pair.

isIsMoneynessOnPrice() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

Gets flag indicating if the moneyness is on the price (true) or on the rate (false).

ISK - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'ISK' = Icelandic Krone.

isLastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Checks if the specified date is the last business day of the month.

isLastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

isLastFixing() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate

Checks if the type is 'LastFixing'.

isLong() - Method in enum com.opengamma.strata.basics.LongShort

Checks if the type is 'Long'.

isLong() - Method in enum com.opengamma.strata.basics.schedule.StubConvention

Checks if this convention may result in a long stub.

isMoneynessOnPrice(boolean) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

Sets flag indicating if the moneyness is on the price (true) or on the rate (false).

isMoneynessOnPrice() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

The meta-property for the isMoneynessOnPrice property.

isMonthBased() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention

Checks whether the convention requires a month-based period.

isMonthBased() - Method in class com.opengamma.strata.basics.date.Tenor

Checks if the tenor is month-based.

isMonthBased() - Method in class com.opengamma.strata.basics.schedule.Frequency

Checks if the periodic frequency is month-based.

isNatural() - Method in class com.opengamma.strata.calc.config.ReportingCurrency

Checks if the type is 'Natural'.

isNotionalExchange() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Gets the flag indicating whether to exchange the notional.

isNotScheme(String) - Method in class com.opengamma.strata.basics.market.StandardId

Checks if the scheme of this identifier does not equal the specified scheme.

isOvernight() - Method in enum com.opengamma.strata.basics.index.FloatingRateType

Checks if the type is 'OvernightCompounded' or 'OvernightAveraged'.

isParallel() - Method in class com.opengamma.strata.collect.MapStream

isPay() - Method in enum com.opengamma.strata.basics.PayReceive

Checks if the type is 'Pay'.

isPayAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.Cds

Gets whether the accrued premium is paid in the event of a default.

isPayAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Gets whether the accrued premium is paid in the event of a default.

isPayAccruedOnDefault() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Gets whether the accrued premium is paid in the event of a default.

isPayAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Gets whether the accrued premium is paid in the event of a default.

isPrice() - Method in enum com.opengamma.strata.basics.index.FloatingRateType

Checks if the type is 'Price'.

isPut() - Method in enum com.opengamma.strata.basics.PutCall

Checks if the type is 'Put'.

isReceive() - Method in enum com.opengamma.strata.basics.PayReceive

Checks if the type is 'Receive'.

isRegular(Frequency, RollConvention) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Checks if this period is regular according to the specified frequency and roll convention.

isScenarioValue() - Method in interface com.opengamma.strata.basics.market.MarketDataBox

Checks if this box contains market data for multiple scenarios.

isScheme(String) - Method in class com.opengamma.strata.basics.market.StandardId

Checks if the scheme of this identifier equals the specified scheme.

isSell() - Method in enum com.opengamma.strata.basics.BuySell

Checks if the type is 'Sell'.

isShort() - Method in enum com.opengamma.strata.basics.LongShort

Checks if the type is 'Short'.

isShort() - Method in enum com.opengamma.strata.basics.schedule.StubConvention

Checks if this convention may result in a short stub.

isSingleValue() - Method in interface com.opengamma.strata.basics.market.MarketDataBox

Checks if this box contains a single market data value that is used for all scenarios.

isSingleValue() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

isSingleValue() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

isSpecific() - Method in class com.opengamma.strata.calc.config.ReportingCurrency

Checks if the type is 'Specific'.

isSquare() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Checks if this matrix is square.

isSuccess() - Method in class com.opengamma.strata.collect.result.Result

Indicates if this result represents a successful call and has a result available.

IssuerCurveDiscountFactors - Class in com.opengamma.strata.market.view

Provides access to discount factors for an issuer curve.

issuerCurveDiscountFactors(StandardId, Currency) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

Gets the discount factors of an issuer curve for a standard ID and a currency.

IssuerCurveDiscountFactors.Meta - Class in com.opengamma.strata.market.view

The meta-bean for IssuerCurveDiscountFactors.

issuerCurves(Map<Pair<LegalEntityGroup, Currency>, DiscountFactors>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

Sets the issuer curves.

issuerCurves() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

The meta-property for the issuerCurves property.

IssuerCurveZeroRateSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to the issuer curve.

IssuerCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for IssuerCurveZeroRateSensitivity.

isTerm() - Method in class com.opengamma.strata.basics.schedule.Frequency

Checks if the periodic frequency is the 'Term' instance.

isTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule

Checks if this schedule represents a single 'Term' period.

isTrue(boolean) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is true.

isTrue(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is true.

isTrue(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is true.

isTrue(boolean, String, long) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is true.

isTrue(boolean, String, double) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified boolean is true.

isUnboundedEnd() - Method in class com.opengamma.strata.collect.range.LocalDateRange

Checks if the end date is unbounded.

isUnboundedStart() - Method in class com.opengamma.strata.collect.range.LocalDateRange

Checks if the start date is unbounded.

isWeekBased() - Method in class com.opengamma.strata.basics.date.Tenor

Checks if the tenor is week-based.

isWeekBased() - Method in class com.opengamma.strata.basics.schedule.Frequency

Checks if the periodic frequency is week-based.

IT - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'IT' - Italy.

items(List<Result<?>>) - Method in class com.opengamma.strata.calc.runner.Results.Builder

Sets the results, with results for each target grouped together, ordered by column.

items(Result<?>...) - Method in class com.opengamma.strata.calc.runner.Results.Builder

Sets the items property in the builder from an array of objects.

items() - Method in class com.opengamma.strata.calc.runner.Results.Meta

The meta-property for the items property.

items() - Method in class com.opengamma.strata.collect.result.Failure.Meta

The meta-property for the items property.

IterableTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against an iterable object and returns a value.

IterableTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator

iterator() - Method in class com.opengamma.strata.collect.MapStream

J

JACOBIAN - Static variable in class com.opengamma.strata.market.curve.CurveInfoType

Key used to access information about the JacobianCalibrationMatrix.

jacobian(JacobianCalibrationMatrix) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the calibration information.

JacobianCalibrationMatrix - Class in com.opengamma.strata.market.curve

Jacobian matrix information produced during curve calibration.

JacobianCalibrationMatrix.Meta - Class in com.opengamma.strata.market.curve

The meta-bean for JacobianCalibrationMatrix.

jacobianMatrix() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

The meta-property for the jacobianMatrix property.

JP - Static variable in class com.opengamma.strata.basics.location.Country

The country 'JP' - Japan.

JP_CPI_EXF - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The consumer price index for Japan excluding fresh food, "Non-revised Consumer Price Index Nationwide General Excluding Fresh Food".

JPTO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of Tokyo, Japan, with code 'JPTO'.

JPY - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'JPY' - Japanese Yen.

JPY_FIXED_1Y_TONAR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'JPY-FIXED-1Y-TONAR-OIS' swap convention.

JPY_FIXED_6M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'JPY-FIXED-6M-LIBOR-6M' swap convention.

JPY_FIXED_6M_TIBORJ_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'JPY-FIXED-6M-TIBOR-JAPAN-3M' swap convention.

JPY_FIXED_TERM_TONAR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'JPY_FIXED_TERM_TONAR-OIS' swap convention.

JPY_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions

The 'JPY-ISDA' curve.

JPY_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for JPY-LIBOR.

JPY_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month LIBOR index for JPY.

JPY_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month LIBOR index for JPY.

JPY_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week LIBOR index for JPY.

JPY_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month LIBOR index for JPY.

JPY_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month LIBOR index for JPY.

JPY_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month LIBOR index for JPY.

JPY_TIBOR_EUROYEN_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month TIBOR (Euroyen) index.

JPY_TIBOR_EUROYEN_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month TIBOR (Euroyen) index.

JPY_TIBOR_EUROYEN_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week TIBOR (Euroyen) index.

JPY_TIBOR_EUROYEN_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month TIBOR (Euroyen) index.

JPY_TIBOR_EUROYEN_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month TIBOR (Euroyen) index.

JPY_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month TIBOR (Euroyen) index.

JPY_TIBOR_JAPAN_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month TIBOR (Japan) index.

JPY_TIBOR_JAPAN_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month TIBOR (Japan) index.

JPY_TIBOR_JAPAN_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week TIBOR (Japan) index.

JPY_TIBOR_JAPAN_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month TIBOR (Japan) index.

JPY_TIBOR_JAPAN_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month TIBOR (Japan) index.

JPY_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month TIBOR (Japan) index.

JPY_TONAR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for JPY-TONAR Overnight index.

JPY_TONAR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The TONAR index for JPY.

JUMP_TO_DEFAULT - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the the risk of default as opposed to the the risk of change in credit spreads.

jumpToDefault(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the risk of default by subtracting from current MTM the Notional amount times Recovery Rate - 1.

K

key() - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta

The meta-property for the key property.

key() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta

The meta-property for the key property.

key() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta

The meta-property for the key property.

keys() - Method in class com.opengamma.strata.collect.io.PropertySet

Returns the set of keys of this property set.

KnownAmountPaymentPeriod - Class in com.opengamma.strata.product.swap

A period within a swap that results in a known amount.

KnownAmountPaymentPeriod.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for KnownAmountPaymentPeriod.

KnownAmountPaymentPeriod.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for KnownAmountPaymentPeriod.

KnownAmountSwapLeg - Class in com.opengamma.strata.product.swap

A fixed swap leg defined in terms of known amounts.

KnownAmountSwapLeg.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for KnownAmountSwapLeg.

KnownAmountSwapLeg.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for KnownAmountSwapLeg.

KR - Static variable in class com.opengamma.strata.basics.location.Country

The country 'KR' - South Korea.

KRW - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'KRW' = South Korean Won.

L

label() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the label to use for the node, may be empty.

label() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the label property.

label(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the label to use for the node, defaulted.

label() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta

The meta-property for the label property.

label() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta

The meta-property for the label property.

lag(Period) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

Sets the positive period between the price index and the accrual date, typically a number of months.

lag() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

The meta-property for the lag property.

LAST_BUSINESS_DAY - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions

Convention applying a last business day of month rule.

LAST_DAY - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions

Convention applying a last day of month rule, ignoring business days.

LAST_FIXING - Static variable in class com.opengamma.strata.market.curve.node.CurveNodeDate

An instance defining the curve node date as the last fixing date date of the trade.

lastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Calculates the last business day of the month.

lastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

lastDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the last notice date.

lastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the lastDeliveryDate property.

lastDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the last notice date.

lastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the lastDeliveryDate property.

lastDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the last notice date.

lastDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the lastDeliveryDate property.

lastIndexOf(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Find the index of the first occurrence of the specified value.

lastNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the last notice date.

lastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the lastNoticeDate property.

lastNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the last notice date.

lastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the lastNoticeDate property.

lastNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the last notice date.

lastNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the lastNoticeDate property.

lastRegularEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional end date of the last regular schedule period, which is the start date of the final stub.

lastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the lastRegularEndDate property.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the last trading date.

lastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the lastTradeDate property.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the last trading date.

lastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the lastTradeDate property.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the last trading date.

lastTradeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the lastTradeDate property.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the last date of trading.

lastTradeDate() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the lastTradeDate property.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

Sets the last date of trading.

lastTradeDate() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

The meta-property for the lastTradeDate property.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

Sets the last date of trading.

lastTradeDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

The meta-property for the lastTradeDate property.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder

Sets the last date of trading.

lastTradeDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta

The meta-property for the lastTradeDate property.

lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder

Sets the last date of trading.

lastTradeDate() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta

The meta-property for the lastTradeDate property.

leftExtrapolate(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator

Left extrapolates the y-value from the specified x-value.

leftExtrapolateFirstDerivative(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator

Calculates the first derivative of the left extrapolated y-value at the specified x-value.

leftExtrapolateParameterSensitivity(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator

Calculates the parameter sensitivities of the left extrapolated y-value at the specified x-value.

LEG_INITIAL_NOTIONAL - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the initial notional amount of each leg of the calculation target.

LEG_PRESENT_VALUE - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the present value of each leg of the calculation target.

LEG_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

An indication of the pay-off formula that applies to the leg.

LegalEntityDiscountingProvider - Class in com.opengamma.strata.pricer.rate

The discounting factors provider, used to calculate analytic measures.

LegalEntityDiscountingProvider.Builder - Class in com.opengamma.strata.pricer.rate

The bean-builder for LegalEntityDiscountingProvider.

LegalEntityDiscountingProvider.Meta - Class in com.opengamma.strata.pricer.rate

The meta-bean for LegalEntityDiscountingProvider.

legalEntityGroup() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

The meta-property for the legalEntityGroup property.

LegalEntityGroup - Class in com.opengamma.strata.market.value

Legal entity group.

legalEntityGroup() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta

The meta-property for the legalEntityGroup property.

legalEntityId(StandardId) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets the legal entity identifier.

legalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the legalEntityId property.

legalEntityId(StandardId) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets the legal entity identifier.

legalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the legalEntityId property.

legalEntityId(StandardId) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the legal entity identifier.

legalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the legalEntityId property.

legalEntityId(StandardId) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets the legal entity identifier.

legalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the legalEntityId property.

legalEntityId(StandardId) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the legal entity identifier.

legalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the legalEntityId property.

legalEntityId(StandardId) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the legal entity identifier.

legalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the legalEntityId property.

legalEntityMap(Map<StandardId, LegalEntityGroup>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

Sets the legal entity group map.

legalEntityMap() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

The meta-property for the legalEntityMap property.

LegAmount - Interface in com.opengamma.strata.market.amount

Represents an amount of a currency associated with one leg of an instrument.

LegAmounts - Class in com.opengamma.strata.market.amount

A collection of leg amounts.

LegAmounts.Meta - Class in com.opengamma.strata.market.amount

The meta-bean for LegAmounts.

LEGS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of legs.

legs(List<ResolvedSwapLeg>) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder

Sets the legs of the swap.

legs(ResolvedSwapLeg...) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder

Sets the legs property in the builder from an array of objects.

legs() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

The meta-property for the legs property.

legs(List<SwapLeg>) - Method in class com.opengamma.strata.product.swap.Swap.Builder

Sets the legs of the swap.

legs(SwapLeg...) - Method in class com.opengamma.strata.product.swap.Swap.Builder

Sets the legs property in the builder from an array of objects.

legs() - Method in class com.opengamma.strata.product.swap.Swap.Meta

The meta-property for the legs property.

length() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Returns the length of the period.

lengthInDays() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Calculates the number of days in the period.

limit(long) - Method in class com.opengamma.strata.collect.MapStream

LINEAR - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators

Linear extrapolator.

LINEAR - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators

Linear interpolator.

listOfEmpty(int) - Static method in interface com.opengamma.strata.market.curve.CurveParameterMetadata

Gets a list of empty metadata instances.

listOfEmpty(int) - Static method in interface com.opengamma.strata.market.surface.SurfaceParameterMetadata

Gets a list of empty metadata instances.

load(ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.FixingSeriesCsvLoader

Loads one or more CSV format fixing series files.

load(Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.FixingSeriesCsvLoader

Loads one or more CSV format fixing series files.

load(LocalDate, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader

Loads one or more CSV format FX rate files for a specific date.

load(LocalDate, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader

Loads one or more CSV format FX rate files for a specific date.

load(LocalDate, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader

Loads one or more CSV format quote files for a specific date.

load(LocalDate, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader

Loads one or more CSV format quote files for a specific date.

load(ResourceLocator, ResourceLocator, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader

Loads one or more CSV format curve calibration files.

load(ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader

Loads one or more CSV format curve calibration files.

load(LocalDate, ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader

Loads one or more CSV format curve files for a specific date.

load(IniFile) - Static method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplate

Creates a trade report template by reading a template definition in an ini file.

load(IniFile) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader

load(IniFile) - Static method in interface com.opengamma.strata.report.ReportTemplate

Loads a report template from an ini file.

load(IniFile) - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader

Loads the report template.

load(IniFile) - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate

Creates a trade report template by reading a template definition in an ini file.

load(IniFile) - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader

loadAllDates(ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader

Loads one or more CSV format curve files for all available dates.

loadCurveGroups(ResourceLocator) - Static method in class com.opengamma.strata.loader.csv.CurveGroupDefinitionCsvLoader

Loads the curve groups definition CSV file.

LoaderUtils - Class in com.opengamma.strata.loader

Contains utilities for loading market data from input files.

LocalDateDoublePoint - Class in com.opengamma.strata.collect.timeseries

Immutable representation of a single point in a LocalDateDoubleTimeSeries.

LocalDateDoubleTimeSeries - Interface in com.opengamma.strata.collect.timeseries

Interface for all local date time-series types containing double values.

LocalDateDoubleTimeSeriesBuilder - Class in com.opengamma.strata.collect.timeseries

Builder to create the immutable LocalDateDoubleTimeSeries.

LocalDateRange - Class in com.opengamma.strata.collect.range

A range of local dates.

LocalDateRange.Meta - Class in com.opengamma.strata.collect.range

The meta-bean for LocalDateRange.

LOG_LINEAR - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators

Log linear extrapolator.

LOG_LINEAR - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators

Log linear interpolator.

LOG_MONEYNESS - Static variable in class com.opengamma.strata.market.option.StrikeType

The type of a strike based on log-moneyness, defined as the ln(strike/forward).

LOG_NATURAL_CUBIC_DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators

Log natural cubic spline interpolator for discount factors.

LOG_NATURAL_CUBIC_MONOTONE - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators

Log natural cubic interpolation with monotonicity filter.

LogMoneynessStrike - Class in com.opengamma.strata.market.option

A strike based on log-moneyness.

LogMoneynessStrike.Meta - Class in com.opengamma.strata.market.option

The meta-bean for LogMoneynessStrike.

LongDoublePair - Class in com.opengamma.strata.collect.tuple

An immutable pair consisting of a long and double.

LongDoublePair.Meta - Class in com.opengamma.strata.collect.tuple

The meta-bean for LongDoublePair.

longObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta

The meta-property for the longObservation property.

LongShort - Enum in com.opengamma.strata.basics

Flag indicating whether a trade is "long" or "short".

longShort(LongShort) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

Sets whether the option is long or short.

longShort() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

The meta-property for the longShort property.

longShort(LongShort) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder

Sets whether the option is long or short.

longShort() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta

The meta-property for the longShort property.

longShort(LongShort) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

Sets whether the option is long or short.

longShort() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

The meta-property for the longShort property.

longShort(LongShort) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets whether the option is long or short.

longShort() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the longShort property.

lookup(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames

Looks up an instance by name.

lookup(String, Class<S>) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames

Looks up an instance by name and type.

lookup(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Looks up an instance by name.

lookup(String, Class<S>) - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Looks up an instance by name and type.

lookup(String) - Method in interface com.opengamma.strata.collect.named.NamedLookup

Looks up an instance by name, returning null if not found.

lookupAll() - Method in class com.opengamma.strata.collect.named.ExtendedEnum

Returns the map of known instances by name.

lookupAll() - Method in interface com.opengamma.strata.collect.named.NamedLookup

Returns the immutable map of known instances by name.

lookupReference(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Looks up an element by href/id reference.

LU - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'LU' - Luxembourg.

M

macaulayDurationFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the Macaulay duration of the fixed coupon bond product from yield.

map(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with an operation applied to each value in the array.

map(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance with an operation applied to each value in the matrix.

map(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the entries in the stream by applying a mapper function to each key and value.

map(Function<? super Map.Entry<K, V>, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream

map(Function<? super T, ? extends R>) - Method in class com.opengamma.strata.collect.result.Result

Processes a successful result by applying a function that alters the value.

map() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

The meta-property for the map property.

mapAmount(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Applies an operation to the amount.

mapAmounts(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Applies an operation to the amounts.

mapDates(Function<? super LocalDate, ? extends LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Applies an operation to each date in the time series which creates a new date, returning a new time series with the new dates and the points from this time series.

mapKeys(Function<? super K, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the keys in the stream by applying a mapper function to each key.

mapKeys(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the keys in the stream by applying a mapper function to each key and value.

mapping(MarketDataMapping<?, ?>) - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder

Adds a an arbitrary mapping to the builder.

mappings(CalculationTarget) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules

mappings() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules.Meta

The meta-property for the mappings property.

mappings(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.MarketDataRules

Returns the market data mappings that specify which market data should be used when performing calculations for the target.

mappings(CalculationTarget) - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules

mappings() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta

The meta-property for the mappings property.

mappings(Map<Class<? extends MarketDataKey<?>>, MarketDataMapping<?, ?>>) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder

Sets mappings that translate data requests from calculators into requests that can be used to look up the data in the global set of market data.

mappings() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta

The meta-property for the mappings property.

mappings(List<? extends PerturbationMapping<?>>) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

Sets the market data filters and perturbations that define the scenarios.

mappings(PerturbationMapping<?>...) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

Sets the mappings property in the builder from an array of objects.

mappings() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta

The meta-property for the mappings property.

mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Applies an operation to the sensitivities in this instance.

mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Returns an instance with the specified operation applied to the sensitivities in this builder.

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Returns an instance with the specified operation applied to the sensitivity values.

mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity

Returns an instance with the specified operation applied to the sensitivity values.

MapStream<K,V> - Class in com.opengamma.strata.collect

A stream implementation which adds methods for manipulating keys and values when streaming over map entries.

mapToDouble(ToDoubleFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

mapToInt(ToIntFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

MapTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against a map.

MapTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.MapTokenEvaluator

mapToLong(ToLongFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

mapValues(Function<? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the values in the stream by applying a mapper function to each value.

mapValues(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream

Transforms the values in the stream by applying a mapper function to each key and value.

mapValues(DoubleUnaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Applies an operation to each value in the time series.

mapWithIndex(IntDoubleToDoubleFunction) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with an operation applied to each indexed value in the array.

mapWithIndex(IntIntDoubleToDoubleFunction) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance with an operation applied to each indexed value in the matrix.

marginIndex(ResolvedBondFuture, double) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureProductPricer

Calculates the number related to bond futures product on which the daily margin is computed.

marginIndex(ResolvedBondFutureOption, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedProductPricer

Calculates the number related to bond futures product on which the daily margin is computed.

marginIndex(ResolvedIborFuture, double) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureProductPricer

Calculates the number related to Ibor futures product on which the daily margin is computed.

marginIndex(ResolvedIborFutureOption, double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedProductPricer

Calculates the number related to Ibor futures product on which the daily margin is computed.

marginIndex(ResolvedDeliverableSwapFuture, double) - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureProductPricer

Calculates the number related to deliverable swap futures product on which the daily margin is computed.

marginIndexSensitivity(ResolvedBondFuture, PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureProductPricer

Calculates the margin index sensitivity of the bond future product.

marginIndexSensitivity(ResolvedBondFutureOption, PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedProductPricer

Calculates the margin index sensitivity of the bond future product.

marginIndexSensitivity(ResolvedIborFuture, PointSensitivities) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureProductPricer

Calculates the margin index sensitivity of the Ibor future product.

marginIndexSensitivity(ResolvedIborFutureOption, PointSensitivities) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedProductPricer

Calculates the margin index sensitivity of the Ibor future product.

marginIndexSensitivity(ResolvedDeliverableSwapFuture, PointSensitivities) - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureProductPricer

Calculates the margin index sensitivity of the deliverable swap futures product.

market() - Static method in class com.opengamma.strata.function.calculation.security.GenericSecurityFunctionGroups

Obtains the function group providing all built-in measures on generic security trades based solely on querying the market for the present value.

market() - Static method in class com.opengamma.strata.function.calculation.security.SecurityFunctionGroups

Obtains the function group providing all built-in measures on simple security trades based solely on querying the market for the present value.

MARKET_QUOTE - Static variable in class com.opengamma.strata.pricer.calibration.CalibrationMeasures

The market quote instance, which is the default used in synthetic curve calibration.

MARKET_VALUE - Static variable in class com.opengamma.strata.basics.market.FieldName

The field name for market value.

MarketData - Interface in com.opengamma.strata.basics.market

Provides access to market data, such as curves, surfaces and time-series.

marketData(Map<? extends MarketDataKey<?>, ?>) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder

Sets the market data.

marketData() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta

The meta-property for the marketData property.

marketData(CurveGroupDefinition, RatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator

Constructs the synthetic market data from an existing rates provider and the configuration of the new curves.

MarketDataBox<T> - Interface in com.opengamma.strata.basics.market

A box which can provide values for an item of market data used in scenarios.

MarketDataConfig - Class in com.opengamma.strata.calc.marketdata.config

Configuration required for building non-observable market data, for example curves or surfaces.

MarketDataConfig.Meta - Class in com.opengamma.strata.calc.marketdata.config

The meta-bean for MarketDataConfig.

MarketDataConfigBuilder - Class in com.opengamma.strata.calc.marketdata.config

A mutable builder for building an instance of MarketDataConfig.

MarketDataFactory - Interface in com.opengamma.strata.calc.marketdata

A market data factory build market data.

marketDataFactory() - Static method in class com.opengamma.strata.function.StandardComponents

Returns a market data factory containing the standard set of market data functions.

marketDataFactory(ObservableMarketDataFunction) - Static method in class com.opengamma.strata.function.StandardComponents

Returns a market data factory containing the standard set of market data functions.

marketDataFeed() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta

The meta-property for the marketDataFeed property.

MarketDataFeed - Class in com.opengamma.strata.basics.market

Identifies a feed of market data, for example Bloomberg or Reuters.

marketDataFeed(MarketDataFeed) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder

Sets market data feed system that is the source of observable market data, for example Bloomberg or Reuters.

marketDataFeed() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta

The meta-property for the marketDataFeed property.

marketDataFeed() - Method in class com.opengamma.strata.market.id.QuoteId.Meta

The meta-property for the marketDataFeed property.

MarketDataFilter<T,I extends MarketDataId<T>> - Interface in com.opengamma.strata.calc.marketdata.scenario

Encapsulates a rule or set of rules to decide whether a perturbation applies to a piece of market data.

MarketDataFunction<T,I extends MarketDataId<? extends T>> - Interface in com.opengamma.strata.calc.marketdata.function

A market data function creates items of market data for a set of market data IDs.

marketDataFunctions() - Static method in class com.opengamma.strata.function.StandardComponents

Returns the standard market data functions used to build market data values from other market data.

MarketDataId<T> - Interface in com.opengamma.strata.basics.market

An identifier for a unique item of market data.

MarketDataKey<T> - Interface in com.opengamma.strata.basics.market

A key that identifies an item of market data.

MarketDataKeys - Class in com.opengamma.strata.market.key

Factory methods for creating MarketDataKey instances for common market data types.

MarketDataMapping<T,K extends MarketDataKey<T>> - Interface in com.opengamma.strata.calc.marketdata.mapping

A market data mapping can be thought of as a configuration rule that tells the system where to find a piece of market data that is required for a calculation.

MarketDataMappings - Interface in com.opengamma.strata.calc.marketdata.mapping

Market data mappings specify which market data from the global set of data should be used for a particular calculation.

MarketDataMappingsBuilder - Class in com.opengamma.strata.function.marketdata.mapping

Builder for MarketDataMappings that knows about the standard mappings (e.g.

MarketDataRatesProvider - Class in com.opengamma.strata.pricer.rate

A rates provider based on an underlying set of market data.

MarketDataRequirements - Class in com.opengamma.strata.calc.marketdata

A collection of market data IDs defining a set of market data.

MarketDataRequirements.Meta - Class in com.opengamma.strata.calc.marketdata

The meta-bean for MarketDataRequirements.

MarketDataRequirementsBuilder - Class in com.opengamma.strata.calc.marketdata

Mutable builder for creating instances of MarketDataRequirements.

MarketDataRequirementsBuilder() - Constructor for class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder

marketDataRules(MarketDataRules) - Method in class com.opengamma.strata.calc.CalculationRules.Builder

Sets the rules that define what market data should be used in each calculation.

marketDataRules() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

The meta-property for the marketDataRules property.

marketDataRules(MarketDataRules) - Method in class com.opengamma.strata.calc.Column.Builder

Sets the market data rules that apply to this column, merged with the default rules.

marketDataRules() - Method in class com.opengamma.strata.calc.Column.Meta

The meta-property for the marketDataRules property.

MarketDataRules - Interface in com.opengamma.strata.calc.config

Market data rules specify what market data should be used when calculating measures for a target.

marketDataType(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

Sets the type of market data handled by this mapping.

marketDataType() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta

The meta-property for the marketDataType property.

MarketDataUtils - Class in com.opengamma.strata.function.calculation.rate

Utilities for manipulating market data.

MarketDataView - Interface in com.opengamma.strata.market

A high-level view of a single item of market data.

MarketEnvironment - Class in com.opengamma.strata.calc.marketdata

A set of market data.

marketEnvironment(MarketEnvironment) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

Sets the market data that was successfully built.

marketEnvironment() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta

The meta-property for the marketEnvironment property.

MarketEnvironment.Meta - Class in com.opengamma.strata.calc.marketdata

The meta-bean for MarketEnvironment.

MarketEnvironmentBuilder - Class in com.opengamma.strata.calc.marketdata

A mutable builder for building up MarketEnvironment instances.

MarketEnvironmentResult - Class in com.opengamma.strata.calc.marketdata

The result of building a set of market data, containing the successfully built data and details of any data that could not be built.

MarketEnvironmentResult.Builder - Class in com.opengamma.strata.calc.marketdata

The bean-builder for MarketEnvironmentResult.

MarketEnvironmentResult.Meta - Class in com.opengamma.strata.calc.marketdata

The meta-bean for MarketEnvironmentResult.

MarketQuoteMeasure<T extends ResolvedTrade> - Class in com.opengamma.strata.pricer.calibration

Provides market quote measures for a single type of trade based on functions.

MarketQuoteSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity

Calculator to obtain the Market Quote sensitivities.

MarketQuoteSensitivityCalculator() - Constructor for class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator

matches(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention

Checks if the date matches the rules of the roll convention.

matches(I, MarketDataBox<T>) - Method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataFilter

Applies the filter to a market data ID and the corresponding market data value and returns true if the filter matches.

matches(MarketDataId<?>, MarketDataBox<?>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

Returns true if the filter matches the market data ID and value.

matches(Pattern, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument is non-null and matches the specified pattern.

matches(CurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter

matches(DiscountCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter

matches(IndexCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter

matches(CurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

matches(IndexCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

matches(RateCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

matching(String) - Static method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector

Returns a selector that matches the specified party ID.

matchingRegex(Pattern) - Static method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector

Returns a selector that matches the specified party ID regular expression.

Matrix - Interface in com.opengamma.strata.collect.array

Base interface for all matrix types.

maturityDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta

The meta-property for the maturityDate property.

maturityDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

The meta-property for the maturityDate property.

maturityDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

Sets the maturity date of the investment implied by the fixing date.

maturityDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

The meta-property for the maturityDate property.

maturityDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

Sets the adjustment applied to the fixing date to obtain the maturity date.

maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

The meta-property for the maturityDateOffset property.

maturityDateOffset(TenorAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the adjustment applied to the effective date to obtain the maturity date.

maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the maturityDateOffset property.

max() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns the minimum value held in the array.

max(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

maximumSteps(int) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

Sets the maximum number of steps for the root finder.

maximumSteps() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta

The meta-property for the maximumSteps property.

measure(Measure) - Method in class com.opengamma.strata.calc.Column.Builder

Sets the measure to be calculated.

measure() - Method in class com.opengamma.strata.calc.Column.Meta

The meta-property for the measure property.

Measure - Interface in com.opengamma.strata.calc.config

Identifies a measure that can be produced by the system.

measure(String) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator

Gets the measure encoded in a value path, if present.

Measures - Class in com.opengamma.strata.calc.config

The standard set of measures which can be calculated by Strata.

measures() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta

The meta-property for the measures property.

merge(FxMatrix) - Method in class com.opengamma.strata.basics.currency.FxMatrix

Merges the entries from the other matrix into this one.

merge(LocalDate, double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Merges the specified date/value point into this builder.

merge(LocalDateDoublePoint, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Merges the specified date/value point into this builder.

mergedWith(MarketEnvironment) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Returns a new market environment containing the data from this environment and another environment.

mergeRegular(int, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule

Merges this schedule to form a new schedule by combining the regular schedule periods.

mergeToTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule

Merges this schedule to form a new schedule with a single 'Term' period.

message() - Method in class com.opengamma.strata.collect.result.Failure.Meta

The meta-property for the message property.

message() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

The meta-property for the message property.

Messages - Class in com.opengamma.strata.collect

Contains utility methods for managing messages.

meta() - Static method in class com.opengamma.strata.basics.currency.FxMatrix

The meta-bean for FxMatrix.

meta() - Static method in class com.opengamma.strata.basics.currency.FxRate

The meta-bean for FxRate.

meta() - Static method in class com.opengamma.strata.basics.currency.FxRatesArray

The meta-bean for FxRatesArray.

meta() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

The meta-bean for MultiCurrencyAmount.

meta() - Static method in class com.opengamma.strata.basics.currency.Payment

The meta-bean for Payment.

meta() - Static method in class com.opengamma.strata.basics.date.AdjustableDate

The meta-bean for AdjustableDate.

meta() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

The meta-bean for BusinessDayAdjustment.

meta() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment

The meta-bean for DaysAdjustment.

meta() - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

The meta-bean for ImmutableHolidayCalendar.

meta() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment

The meta-bean for PeriodAdjustment.

meta() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment

The meta-bean for TenorAdjustment.

meta() - Static method in class com.opengamma.strata.basics.index.FloatingRateName

The meta-bean for FloatingRateName.

meta() - Static method in class com.opengamma.strata.basics.index.FxIndexObservation

The meta-bean for FxIndexObservation.

meta() - Static method in class com.opengamma.strata.basics.index.IborIndexObservation

The meta-bean for IborIndexObservation.

meta() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex

The meta-bean for ImmutableFxIndex.

meta() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex

The meta-bean for ImmutableIborIndex.

meta() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

The meta-bean for ImmutableOvernightIndex.

meta() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

The meta-bean for ImmutablePriceIndex.

meta() - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation

The meta-bean for OvernightIndexObservation.

meta() - Static method in class com.opengamma.strata.basics.index.PriceIndexObservation

The meta-bean for PriceIndexObservation.

meta() - Static method in class com.opengamma.strata.basics.market.FxRateId

The meta-bean for FxRateId.

meta() - Static method in class com.opengamma.strata.basics.market.FxRateKey

The meta-bean for FxRateKey.

meta() - Static method in class com.opengamma.strata.basics.market.ImmutableMarketData

The meta-bean for ImmutableMarketData.

meta() - Static method in class com.opengamma.strata.basics.market.ImmutableReferenceData

The meta-bean for ImmutableReferenceData.

meta() - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

The meta-bean for ScenarioMarketDataBox.

meta() - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList

The meta-bean for ScenarioValuesList.

meta() - Static method in class com.opengamma.strata.basics.market.SingleMarketDataBox

The meta-bean for SingleMarketDataBox.

meta() - Static method in class com.opengamma.strata.basics.market.StandardId

The meta-bean for StandardId.

meta() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

The meta-bean for PeriodicSchedule.

meta() - Static method in class com.opengamma.strata.basics.schedule.Schedule

The meta-bean for Schedule.

meta() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod

The meta-bean for SchedulePeriod.

meta() - Static method in class com.opengamma.strata.basics.value.HalfUpRounding

The meta-bean for HalfUpRounding.

meta() - Static method in class com.opengamma.strata.basics.value.ValueAdjustment

The meta-bean for ValueAdjustment.

meta() - Static method in class com.opengamma.strata.basics.value.ValueDerivatives

The meta-bean for ValueDerivatives.

meta() - Static method in class com.opengamma.strata.basics.value.ValueSchedule

The meta-bean for ValueSchedule.

meta() - Static method in class com.opengamma.strata.basics.value.ValueStep

The meta-bean for ValueStep.

meta() - Static method in class com.opengamma.strata.calc.CalculationRules

The meta-bean for CalculationRules.

meta() - Static method in class com.opengamma.strata.calc.Column

The meta-bean for Column.

meta() - Static method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules

The meta-bean for AllTargetsMarketDataRules.

meta() - Static method in class com.opengamma.strata.calc.config.FunctionConfig

The meta-bean for FunctionConfig.

meta() - Static method in class com.opengamma.strata.calc.config.ImmutableMeasure

The meta-bean for ImmutableMeasure.

meta() - Static method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

The meta-bean for DefaultFunctionGroup.

meta() - Static method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

The meta-bean for DefaultPricingRules.

meta() - Static method in class com.opengamma.strata.calc.config.pricing.PricingRule

The meta-bean for PricingRule.

meta() - Static method in class com.opengamma.strata.calc.config.ReportingCurrency

The meta-bean for ReportingCurrency.

meta() - Static method in class com.opengamma.strata.calc.config.TypedMarketDataRules

The meta-bean for TypedMarketDataRules.

meta() - Static method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

The meta-bean for MarketDataConfig.

meta() - Static method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

The meta-bean for FunctionRequirements.

meta() - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

The meta-bean for DefaultMarketDataMappings.

meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

The meta-bean for MarketDataRequirements.

meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

The meta-bean for MarketEnvironment.

meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

The meta-bean for MarketEnvironmentResult.

meta() - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

The meta-bean for PerturbationMapping.

meta() - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

The meta-bean for ScenarioDefinition.

meta() - Static method in class com.opengamma.strata.calc.runner.CalculationResult

The meta-bean for CalculationResult.

meta() - Static method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

The meta-bean for CurrencyValuesArray.

meta() - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

The meta-bean for DefaultScenarioResult.

meta() - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

The meta-bean for MultiCurrencyValuesArray.

meta() - Static method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult

The meta-bean for SingleScenarioResult.

meta() - Static method in class com.opengamma.strata.calc.runner.function.result.ValuesArray

The meta-bean for ValuesArray.

meta() - Static method in class com.opengamma.strata.calc.runner.MissingMappingId

The meta-bean for MissingMappingId.

meta() - Static method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

The meta-bean for NoMatchingRuleId.

meta() - Static method in class com.opengamma.strata.calc.runner.Results

The meta-bean for Results.

meta() - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

The meta-bean for DoubleMatrix.

meta() - Static method in class com.opengamma.strata.collect.range.LocalDateRange

The meta-bean for LocalDateRange.

meta() - Static method in class com.opengamma.strata.collect.result.Failure

The meta-bean for Failure.

meta() - Static method in class com.opengamma.strata.collect.result.FailureItem

The meta-bean for FailureItem.

meta() - Static method in class com.opengamma.strata.collect.result.Result

The meta-bean for Result.

meta() - Static method in class com.opengamma.strata.collect.tuple.DoublesPair

The meta-bean for DoublesPair.

meta() - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair

The meta-bean for IntDoublePair.

meta() - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair

The meta-bean for LongDoublePair.

meta() - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair

The meta-bean for ObjDoublePair.

meta() - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair

The meta-bean for ObjIntPair.

meta() - Static method in class com.opengamma.strata.collect.tuple.Pair

The meta-bean for Pair.

meta() - Static method in class com.opengamma.strata.collect.tuple.Triple

The meta-bean for Triple.

meta() - Static method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

The meta-bean for CurveParallelShifts.

meta() - Static method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

The meta-bean for CurvePointShifts.

meta() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

The meta-bean for RootFinderConfig.

meta() - Static method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

The meta-bean for FxRateConfig.

meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

The meta-bean for DiscountCurveMapping.

meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

The meta-bean for IborIndexCurveMapping.

meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

The meta-bean for OvernightIndexCurveMapping.

meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping

The meta-bean for PriceIndexCurveMapping.

meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping

The meta-bean for SwaptionVolatilitiesMapping.

meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter

The meta-bean for AnyCurveFilter.

meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter

The meta-bean for AnyDiscountCurveFilter.

meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter

The meta-bean for AnyIndexForwardCurveFilter.

meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

The meta-bean for CurveNameFilter.

meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

The meta-bean for IndexCurveFilter.

meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

The meta-bean for RateCurveCurrencyFilter.

meta() - Static method in class com.opengamma.strata.market.amount.CashFlow

The meta-bean for CashFlow.

meta() - Static method in class com.opengamma.strata.market.amount.CashFlows

The meta-bean for CashFlows.

meta() - Static method in class com.opengamma.strata.market.amount.LegAmounts

The meta-bean for LegAmounts.

meta() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount

The meta-bean for SwapLegAmount.

Meta() - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount.Meta

Restricted constructor.

meta() - Static method in class com.opengamma.strata.market.curve.AddFixedCurve

The meta-bean for AddFixedCurve.

meta() - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve

The meta-bean for ConstantNodalCurve.

meta() - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

The meta-bean for CurveCurrencyParameterSensitivities.

meta() - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

The meta-bean for CurveCurrencyParameterSensitivity.

meta() - Static method in class com.opengamma.strata.market.curve.CurveGroup

The meta-bean for CurveGroup.

meta() - Static method in class com.opengamma.strata.market.curve.CurveGroupDefinition

The meta-bean for CurveGroupDefinition.

meta() - Static method in class com.opengamma.strata.market.curve.CurveGroupEntry

The meta-bean for CurveGroupEntry.

meta() - Static method in class com.opengamma.strata.market.curve.CurveInputs

The meta-bean for CurveInputs.

meta() - Static method in class com.opengamma.strata.market.curve.CurveParameterSize

The meta-bean for CurveParameterSize.

meta() - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

The meta-bean for CurveUnitParameterSensitivities.

meta() - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

The meta-bean for CurveUnitParameterSensitivity.

meta() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

The meta-bean for DefaultCurveMetadata.

meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

The meta-bean for InterpolatedNodalCurve.

meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

The meta-bean for InterpolatedNodalCurveDefinition.

meta() - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

The meta-bean for IsdaCreditCurveInputs.

meta() - Static method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

The meta-bean for IsdaYieldCurveInputs.

meta() - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

The meta-bean for JacobianCalibrationMatrix.

meta() - Static method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

The meta-bean for SimpleCurveNodeMetadata.

meta() - Static method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

The meta-bean for TenorCurveNodeMetadata.

meta() - Static method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

The meta-bean for YearMonthCurveNodeMetadata.

meta() - Static method in class com.opengamma.strata.market.curve.node.CurveNodeDate

The meta-bean for CurveNodeDate.

meta() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

The meta-bean for FixedIborSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

The meta-bean for FixedOvernightSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

The meta-bean for FraCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

The meta-bean for FxSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

The meta-bean for IborFixingDepositCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

The meta-bean for IborFutureCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

The meta-bean for IborIborSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

The meta-bean for TermDepositCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

The meta-bean for ThreeLegBasisSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

The meta-bean for XCcyIborIborSwapCurveNode.

meta() - Static method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

The meta-bean for CurveParallelShift.

meta() - Static method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

The meta-bean for CurvePointShift.

meta() - Static method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

The meta-bean for IndexedCurvePointShift.

meta() - Static method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

The meta-bean for ParallelShiftedCurve.

meta() - Static method in class com.opengamma.strata.market.explain.ExplainMap

The meta-bean for ExplainMap.

meta() - Static method in class com.opengamma.strata.market.id.CurveGroupId

The meta-bean for CurveGroupId.

meta() - Static method in class com.opengamma.strata.market.id.CurveInputsId

The meta-bean for CurveInputsId.

meta() - Static method in class com.opengamma.strata.market.id.DiscountCurveId

The meta-bean for DiscountCurveId.

meta() - Static method in class com.opengamma.strata.market.id.IborIndexCurveId

The meta-bean for IborIndexCurveId.

meta() - Static method in class com.opengamma.strata.market.id.IndexRateId

The meta-bean for IndexRateId.

meta() - Static method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

The meta-bean for IsdaIndexCreditCurveInputsId.

meta() - Static method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

The meta-bean for IsdaIndexRecoveryRateId.

meta() - Static method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

The meta-bean for IsdaSingleNameCreditCurveInputsId.

meta() - Static method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

The meta-bean for IsdaSingleNameRecoveryRateId.

meta() - Static method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

The meta-bean for IsdaYieldCurveInputsId.

meta() - Static method in class com.opengamma.strata.market.id.OvernightIndexCurveId

The meta-bean for OvernightIndexCurveId.

meta() - Static method in class com.opengamma.strata.market.id.PriceIndexCurveId

The meta-bean for PriceIndexCurveId.

meta() - Static method in class com.opengamma.strata.market.id.QuoteId

The meta-bean for QuoteId.

meta() - Static method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

The meta-bean for SwaptionVolatilitiesId.

meta() - Static method in class com.opengamma.strata.market.key.CurveGroupKey

The meta-bean for CurveGroupKey.

meta() - Static method in class com.opengamma.strata.market.key.CurveInputsKey

The meta-bean for CurveInputsKey.

meta() - Static method in class com.opengamma.strata.market.key.DiscountCurveKey

The meta-bean for DiscountCurveKey.

meta() - Static method in class com.opengamma.strata.market.key.IborIndexCurveKey

The meta-bean for IborIndexCurveKey.

meta() - Static method in class com.opengamma.strata.market.key.IndexRateKey

The meta-bean for IndexRateKey.

meta() - Static method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

The meta-bean for IsdaIndexCreditCurveInputsKey.

meta() - Static method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

The meta-bean for IsdaIndexRecoveryRateKey.

meta() - Static method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

The meta-bean for IsdaSingleNameCreditCurveInputsKey.

meta() - Static method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

The meta-bean for IsdaSingleNameRecoveryRateKey.

meta() - Static method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

The meta-bean for IsdaYieldCurveInputsKey.

meta() - Static method in class com.opengamma.strata.market.key.OvernightIndexCurveKey

The meta-bean for OvernightIndexCurveKey.

meta() - Static method in class com.opengamma.strata.market.key.PriceIndexCurveKey

The meta-bean for PriceIndexCurveKey.

meta() - Static method in class com.opengamma.strata.market.key.QuoteKey

The meta-bean for QuoteKey.

meta() - Static method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

The meta-bean for QuotesArrayKey.

meta() - Static method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey

The meta-bean for SwaptionVolatilitiesKey.

meta() - Static method in class com.opengamma.strata.market.option.DeltaStrike

The meta-bean for DeltaStrike.

meta() - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike

The meta-bean for LogMoneynessStrike.

meta() - Static method in class com.opengamma.strata.market.option.MoneynessStrike

The meta-bean for MoneynessStrike.

meta() - Static method in class com.opengamma.strata.market.option.SimpleStrike

The meta-bean for SimpleStrike.

meta() - Static method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

The meta-bean for BondFutureOptionSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

The meta-bean for FxForwardSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

The meta-bean for FxIndexSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

The meta-bean for FxOptionSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

The meta-bean for IborCapletFloorletSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

The meta-bean for IborFutureOptionSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

The meta-bean for IborRateSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

The meta-bean for InflationRateSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

The meta-bean for IssuerCurveZeroRateSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

The meta-bean for OvernightRateSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities

The meta-bean for PointSensitivities.

meta() - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

The meta-bean for RepoCurveZeroRateSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities

The meta-bean for SwaptionSabrSensitivities.

meta() - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

The meta-bean for SwaptionSabrSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

The meta-bean for SwaptionSensitivity.

meta() - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

The meta-bean for ZeroRateSensitivity.

meta() - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface

The meta-bean for ConstantNodalSurface.

meta() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

The meta-bean for DefaultSurfaceMetadata.

meta() - Static method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata

The meta-bean for EmptySurfaceParameterMetadata.

meta() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

The meta-bean for InterpolatedNodalSurface.

meta() - Static method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

The meta-bean for FxVolatilitySurfaceYearFractionNodeMetadata.

meta() - Static method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

The meta-bean for GenericVolatilitySurfaceYearFractionMetadata.

meta() - Static method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

The meta-bean for SwaptionSurfaceExpiryTenorNodeMetadata.

meta() - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

The meta-bean for SurfaceCurrencyParameterSensitivities.

meta() - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

The meta-bean for SurfaceCurrencyParameterSensitivity.

meta() - Static method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities

The meta-bean for SurfaceUnitParameterSensitivities.

meta() - Static method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity

The meta-bean for SurfaceUnitParameterSensitivity.

meta() - Static method in class com.opengamma.strata.market.value.CdsRecoveryRate

The meta-bean for CdsRecoveryRate.

meta() - Static method in class com.opengamma.strata.market.value.scenario.QuotesArray

The meta-bean for QuotesArray.

meta() - Static method in class com.opengamma.strata.market.view.DiscountFxForwardRates

The meta-bean for DiscountFxForwardRates.

meta() - Static method in class com.opengamma.strata.market.view.DiscountFxIndexRates

The meta-bean for DiscountFxIndexRates.

meta() - Static method in class com.opengamma.strata.market.view.DiscountIborIndexRates

The meta-bean for DiscountIborIndexRates.

meta() - Static method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

The meta-bean for DiscountOvernightIndexRates.

meta() - Static method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

The meta-bean for ForwardPriceIndexValues.

meta() - Static method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

The meta-bean for IssuerCurveDiscountFactors.

meta() - Static method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

The meta-bean for RepoCurveDiscountFactors.

meta() - Static method in class com.opengamma.strata.market.view.SimpleDiscountFactors

The meta-bean for SimpleDiscountFactors.

meta() - Static method in class com.opengamma.strata.market.view.SimpleIborIndexRates

The meta-bean for SimpleIborIndexRates.

meta() - Static method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

The meta-bean for ZeroRateDiscountFactors.

meta() - Static method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

The meta-bean for ZeroRatePeriodicDiscountFactors.

meta() - Static method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

The meta-bean for BlackVolatilityExpLogMoneynessBondFutureProvider.

meta() - Static method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

The meta-bean for BlackIborCapletFloorletExpiryStrikeVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

The meta-bean for NormalIborCapletFloorletExpiryStrikeVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

The meta-bean for BlackVolatilityFlatFxProvider.

meta() - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

The meta-bean for BlackVolatilitySurfaceFxProvider.

meta() - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

The meta-bean for InterpolatedSmileDeltaTermStructureStrikeInterpolation.

meta() - Static method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities

The meta-bean for SmileAndBucketedSensitivities.

meta() - Static method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters

The meta-bean for SmileDeltaParameters.

meta() - Static method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities

The meta-bean for VolatilityAndBucketedSensitivities.

meta() - Static method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

The meta-bean for HullWhiteOneFactorPiecewiseConstantParametersProvider.

meta() - Static method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

The meta-bean for NormalVolatilityExpSimpleMoneynessIborFutureProvider.

meta() - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

The meta-bean for ImmutableRatesProvider.

meta() - Static method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

The meta-bean for LegalEntityDiscountingProvider.

meta() - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

The meta-bean for BlackSwaptionExpiryTenorVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

The meta-bean for NormalSwaptionExpiryTenorVolatilities.

meta() - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

The meta-bean for SabrParametersSwaptionVolatilities.

meta() - Static method in class com.opengamma.strata.product.bond.BondFuture

The meta-bean for BondFuture.

meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOption

The meta-bean for BondFutureOption.

meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

The meta-bean for BondFutureOptionSecurity.

meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

The meta-bean for BondFutureOptionTrade.

meta() - Static method in class com.opengamma.strata.product.bond.BondFutureSecurity

The meta-bean for BondFutureSecurity.

meta() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade

The meta-bean for BondFutureTrade.

meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBond

The meta-bean for CapitalIndexedBond.

meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

The meta-bean for CapitalIndexedBondPaymentPeriod.

meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

The meta-bean for CapitalIndexedBondSecurity.

meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

The meta-bean for CapitalIndexedBondTrade.

meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond

The meta-bean for FixedCouponBond.

meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

The meta-bean for FixedCouponBondPaymentPeriod.

meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

The meta-bean for FixedCouponBondSecurity.

meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

The meta-bean for FixedCouponBondTrade.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFuture

The meta-bean for ResolvedBondFuture.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

The meta-bean for ResolvedBondFutureOption.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

The meta-bean for ResolvedBondFutureOptionTrade.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

The meta-bean for ResolvedBondFutureTrade.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

The meta-bean for ResolvedCapitalIndexedBond.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

The meta-bean for ResolvedCapitalIndexedBondTrade.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

The meta-bean for ResolvedFixedCouponBond.

meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

The meta-bean for ResolvedFixedCouponBondTrade.

meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor

The meta-bean for IborCapFloor.

meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

The meta-bean for IborCapFloorLeg.

meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

The meta-bean for IborCapFloorTrade.

meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

The meta-bean for IborCapletFloorletPeriod.

meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

The meta-bean for ResolvedIborCapFloor.

meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

The meta-bean for ResolvedIborCapFloorLeg.

meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

The meta-bean for ResolvedIborCapFloorTrade.

meta() - Static method in class com.opengamma.strata.product.cms.Cms

The meta-bean for Cms.

meta() - Static method in class com.opengamma.strata.product.cms.CmsLeg

The meta-bean for CmsLeg.

meta() - Static method in class com.opengamma.strata.product.cms.CmsPeriod

The meta-bean for CmsPeriod.

meta() - Static method in class com.opengamma.strata.product.cms.CmsTrade

The meta-bean for CmsTrade.

meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCms

The meta-bean for ResolvedCms.

meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

The meta-bean for ResolvedCmsLeg.

meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

The meta-bean for ResolvedCmsTrade.

meta() - Static method in class com.opengamma.strata.product.credit.Cds

The meta-bean for Cds.

meta() - Static method in class com.opengamma.strata.product.credit.CdsTrade

The meta-bean for CdsTrade.

meta() - Static method in class com.opengamma.strata.product.credit.FeeLeg

The meta-bean for FeeLeg.

meta() - Static method in class com.opengamma.strata.product.credit.IndexReferenceInformation

The meta-bean for IndexReferenceInformation.

meta() - Static method in class com.opengamma.strata.product.credit.PeriodicPayments

The meta-bean for PeriodicPayments.

meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCds

The meta-bean for ResolvedCds.

meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

The meta-bean for ResolvedCdsTrade.

meta() - Static method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

The meta-bean for SingleNameReferenceInformation.

meta() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

The meta-bean for ImmutableCdsConvention.

meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit

The meta-bean for IborFixingDeposit.

meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

The meta-bean for IborFixingDepositTrade.

meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

The meta-bean for ResolvedIborFixingDeposit.

meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

The meta-bean for ResolvedIborFixingDepositTrade.

meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

The meta-bean for ResolvedTermDeposit.

meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

The meta-bean for ResolvedTermDepositTrade.

meta() - Static method in class com.opengamma.strata.product.deposit.TermDeposit

The meta-bean for TermDeposit.

meta() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade

The meta-bean for TermDepositTrade.

meta() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

The meta-bean for IborFixingDepositTemplate.

meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

The meta-bean for ImmutableIborFixingDepositConvention.

meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

The meta-bean for ImmutableTermDepositConvention.

meta() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

The meta-bean for TermDepositTemplate.

meta() - Static method in class com.opengamma.strata.product.equity.Equity

The meta-bean for Equity.

meta() - Static method in class com.opengamma.strata.product.equity.EquitySecurity

The meta-bean for EquitySecurity.

meta() - Static method in class com.opengamma.strata.product.equity.EquityTrade

The meta-bean for EquityTrade.

meta() - Static method in class com.opengamma.strata.product.fra.Fra

The meta-bean for Fra.

meta() - Static method in class com.opengamma.strata.product.fra.FraTrade

The meta-bean for FraTrade.

meta() - Static method in class com.opengamma.strata.product.fra.ResolvedFra

The meta-bean for ResolvedFra.

meta() - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade

The meta-bean for ResolvedFraTrade.

meta() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate

The meta-bean for FraTemplate.

meta() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

The meta-bean for ImmutableFraConvention.

meta() - Static method in class com.opengamma.strata.product.fx.FxNdf

The meta-bean for FxNdf.

meta() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade

The meta-bean for FxNdfTrade.

meta() - Static method in class com.opengamma.strata.product.fx.FxSingle

The meta-bean for FxSingle.

meta() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade

The meta-bean for FxSingleTrade.

meta() - Static method in class com.opengamma.strata.product.fx.FxSwap

The meta-bean for FxSwap.

meta() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade

The meta-bean for FxSwapTrade.

meta() - Static method in class com.opengamma.strata.product.fx.FxVanillaOption

The meta-bean for FxVanillaOption.

meta() - Static method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

The meta-bean for FxVanillaOptionTrade.

meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdf

The meta-bean for ResolvedFxNdf.

meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

The meta-bean for ResolvedFxNdfTrade.

meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle

The meta-bean for ResolvedFxSingle.

meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

The meta-bean for ResolvedFxSingleTrade.

meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap

The meta-bean for ResolvedFxSwap.

meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

The meta-bean for ResolvedFxSwapTrade.

meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption

The meta-bean for ResolvedFxVanillaOption.

meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade

The meta-bean for ResolvedFxVanillaOptionTrade.

meta() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

The meta-bean for FxSwapTemplate.

meta() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

The meta-bean for ImmutableFxSwapConvention.

meta() - Static method in class com.opengamma.strata.product.GenericSecurity

The meta-bean for GenericSecurity.

meta() - Static method in class com.opengamma.strata.product.GenericSecurityTrade

The meta-bean for GenericSecurityTrade.

meta() - Static method in class com.opengamma.strata.product.index.IborFuture

The meta-bean for IborFuture.

meta() - Static method in class com.opengamma.strata.product.index.IborFutureOption

The meta-bean for IborFutureOption.

meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

The meta-bean for IborFutureOptionSecurity.

meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade

The meta-bean for IborFutureOptionTrade.

meta() - Static method in class com.opengamma.strata.product.index.IborFutureSecurity

The meta-bean for IborFutureSecurity.

meta() - Static method in class com.opengamma.strata.product.index.IborFutureTrade

The meta-bean for IborFutureTrade.

meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFuture

The meta-bean for ResolvedIborFuture.

meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

The meta-bean for ResolvedIborFutureOption.

meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

The meta-bean for ResolvedIborFutureOptionTrade.

meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

The meta-bean for ResolvedIborFutureTrade.

meta() - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate

The meta-bean for IborFutureTemplate.

meta() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

The meta-bean for ImmutableIborFutureConvention.

meta() - Static method in class com.opengamma.strata.product.payment.BulletPayment

The meta-bean for BulletPayment.

meta() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade

The meta-bean for BulletPaymentTrade.

meta() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

The meta-bean for ResolvedBulletPayment.

meta() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

The meta-bean for ResolvedBulletPaymentTrade.

meta() - Static method in class com.opengamma.strata.product.rate.FixedRateObservation

The meta-bean for FixedRateObservation.

meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing

The meta-bean for IborAveragedFixing.

meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

The meta-bean for IborAveragedRateObservation.

meta() - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

The meta-bean for IborInterpolatedRateObservation.

meta() - Static method in class com.opengamma.strata.product.rate.IborRateObservation

The meta-bean for IborRateObservation.

meta() - Static method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation

The meta-bean for InflationEndInterpolatedRateObservation.

meta() - Static method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation

The meta-bean for InflationEndMonthRateObservation.

meta() - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

The meta-bean for InflationInterpolatedRateObservation.

meta() - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

The meta-bean for InflationMonthlyRateObservation.

meta() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

The meta-bean for OvernightAveragedRateObservation.

meta() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

The meta-bean for OvernightCompoundedRateObservation.

meta() - Static method in class com.opengamma.strata.product.SecurityInfo

The meta-bean for SecurityInfo.

meta() - Static method in class com.opengamma.strata.product.SecurityPriceInfo

The meta-bean for SecurityPriceInfo.

meta() - Static method in class com.opengamma.strata.product.SecurityTrade

The meta-bean for SecurityTrade.

meta() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

The meta-bean for DeliverableSwapFuture.

meta() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity

The meta-bean for DeliverableSwapFutureSecurity.

meta() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

The meta-bean for DeliverableSwapFutureTrade.

meta() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation

The meta-bean for FixedRateCalculation.

meta() - Static method in class com.opengamma.strata.product.swap.FxReset

The meta-bean for FxReset.

meta() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation

The meta-bean for FxResetCalculation.

meta() - Static method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

The meta-bean for FxResetNotionalExchange.

meta() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation

The meta-bean for IborRateCalculation.

meta() - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

The meta-bean for ImmutableSwapIndex.

meta() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation

The meta-bean for InflationRateCalculation.

meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

The meta-bean for KnownAmountPaymentPeriod.

meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

The meta-bean for KnownAmountSwapLeg.

meta() - Static method in class com.opengamma.strata.product.swap.NotionalExchange

The meta-bean for NotionalExchange.

meta() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule

The meta-bean for NotionalSchedule.

meta() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation

The meta-bean for OvernightRateCalculation.

meta() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule

The meta-bean for PaymentSchedule.

meta() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod

The meta-bean for RateAccrualPeriod.

meta() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

The meta-bean for RateCalculationSwapLeg.

meta() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod

The meta-bean for RatePaymentPeriod.

meta() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

The meta-bean for RatePeriodSwapLeg.

meta() - Static method in class com.opengamma.strata.product.swap.ResetSchedule

The meta-bean for ResetSchedule.

meta() - Static method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture

The meta-bean for ResolvedDeliverableSwapFuture.

meta() - Static method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade

The meta-bean for ResolvedDeliverableSwapFutureTrade.

meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwap

The meta-bean for ResolvedSwap.

meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

The meta-bean for ResolvedSwapLeg.

meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

The meta-bean for ResolvedSwapTrade.

meta() - Static method in class com.opengamma.strata.product.swap.StubCalculation

The meta-bean for StubCalculation.

meta() - Static method in class com.opengamma.strata.product.swap.Swap

The meta-bean for Swap.

meta() - Static method in class com.opengamma.strata.product.swap.SwapTrade

The meta-bean for SwapTrade.

meta() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

The meta-bean for FixedIborSwapTemplate.

meta() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

The meta-bean for FixedOvernightSwapTemplate.

meta() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

The meta-bean for FixedRateSwapLegConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

The meta-bean for IborIborSwapTemplate.

meta() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

The meta-bean for IborRateSwapLegConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

The meta-bean for ImmutableFixedIborSwapConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

The meta-bean for ImmutableFixedOvernightSwapConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

The meta-bean for ImmutableIborIborSwapConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

The meta-bean for ImmutableThreeLegBasisSwapConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

The meta-bean for ImmutableXCcyIborIborSwapConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

The meta-bean for OvernightRateSwapLegConvention.

meta() - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

The meta-bean for ThreeLegBasisSwapTemplate.

meta() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

The meta-bean for XCcyIborIborSwapTemplate.

meta() - Static method in class com.opengamma.strata.product.swaption.CashSettlement

The meta-bean for CashSettlement.

meta() - Static method in class com.opengamma.strata.product.swaption.PhysicalSettlement

The meta-bean for PhysicalSettlement.

meta() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaption

The meta-bean for ResolvedSwaption.

meta() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

The meta-bean for ResolvedSwaptionTrade.

meta() - Static method in class com.opengamma.strata.product.swaption.Swaption

The meta-bean for Swaption.

meta() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade

The meta-bean for SwaptionTrade.

meta() - Static method in class com.opengamma.strata.product.TradeInfo

The meta-bean for TradeInfo.

meta() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport

The meta-bean for CashFlowReport.

meta() - Static method in class com.opengamma.strata.report.framework.format.FormatSettings

The meta-bean for FormatSettings.

meta() - Static method in class com.opengamma.strata.report.ReportCalculationResults

The meta-bean for ReportCalculationResults.

meta() - Static method in class com.opengamma.strata.report.ReportRequirements

The meta-bean for ReportRequirements.

meta() - Static method in class com.opengamma.strata.report.trade.TradeReport

The meta-bean for TradeReport.

meta() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn

The meta-bean for TradeReportColumn.

Meta() - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn.Meta

Restricted constructor.

meta() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate

The meta-bean for TradeReportTemplate.

metaBean() - Method in class com.opengamma.strata.basics.currency.FxMatrix

metaBean() - Method in class com.opengamma.strata.basics.currency.FxRate

metaBean() - Method in class com.opengamma.strata.basics.currency.FxRatesArray

metaBean() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

metaBean() - Method in class com.opengamma.strata.basics.currency.Payment

metaBean() - Method in class com.opengamma.strata.basics.date.AdjustableDate

metaBean() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

metaBean() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

metaBean() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

metaBean() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

metaBean() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

metaBean() - Method in class com.opengamma.strata.basics.index.FloatingRateName

metaBean() - Method in class com.opengamma.strata.basics.index.FxIndexObservation

metaBean() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

metaBean() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

metaBean() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

metaBean() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

metaBean() - Method in class com.opengamma.strata.basics.market.FxRateId

metaBean() - Method in class com.opengamma.strata.basics.market.FxRateKey

metaBean() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

metaBean() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

metaBean() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

metaBean() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList

metaBean() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

metaBean() - Method in class com.opengamma.strata.basics.market.StandardId

metaBean() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

metaBean() - Method in class com.opengamma.strata.basics.schedule.Schedule

metaBean() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

metaBean() - Method in class com.opengamma.strata.basics.value.HalfUpRounding

metaBean() - Method in class com.opengamma.strata.basics.value.ValueAdjustment

metaBean() - Method in class com.opengamma.strata.basics.value.ValueDerivatives

metaBean() - Method in class com.opengamma.strata.basics.value.ValueSchedule

metaBean() - Method in class com.opengamma.strata.basics.value.ValueStep

metaBean() - Method in class com.opengamma.strata.calc.CalculationRules

metaBean() - Method in class com.opengamma.strata.calc.Column

metaBean() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules

metaBean() - Method in class com.opengamma.strata.calc.config.FunctionConfig

metaBean() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure

metaBean() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

metaBean() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

metaBean() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule

metaBean() - Method in class com.opengamma.strata.calc.config.ReportingCurrency

metaBean() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules

metaBean() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

metaBean() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

metaBean() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

metaBean() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

metaBean() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationResult

metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult

metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray

metaBean() - Method in class com.opengamma.strata.calc.runner.MissingMappingId

metaBean() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

metaBean() - Method in class com.opengamma.strata.calc.runner.Results

metaBean() - Method in class com.opengamma.strata.collect.array.DoubleArray

metaBean() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

metaBean() - Method in class com.opengamma.strata.collect.io.XmlElement

metaBean() - Method in class com.opengamma.strata.collect.range.LocalDateRange

metaBean() - Method in class com.opengamma.strata.collect.result.Failure

metaBean() - Method in class com.opengamma.strata.collect.result.FailureItem

metaBean() - Method in class com.opengamma.strata.collect.result.Result

metaBean() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

metaBean() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

metaBean() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

metaBean() - Method in class com.opengamma.strata.collect.tuple.Pair

metaBean() - Method in class com.opengamma.strata.collect.tuple.Triple

metaBean() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

metaBean() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

metaBean() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

metaBean() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping

metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping

metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter

metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter

metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter

metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

metaBean() - Method in class com.opengamma.strata.market.amount.CashFlow

metaBean() - Method in class com.opengamma.strata.market.amount.CashFlows

metaBean() - Method in class com.opengamma.strata.market.amount.LegAmounts

metaBean() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

metaBean() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

metaBean() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

metaBean() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

metaBean() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroup

metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry

metaBean() - Method in class com.opengamma.strata.market.curve.CurveInputs

metaBean() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

metaBean() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

metaBean() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

metaBean() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

metaBean() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

metaBean() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

metaBean() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

metaBean() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

metaBean() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

metaBean() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

metaBean() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate

metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

metaBean() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

metaBean() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

metaBean() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

metaBean() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

metaBean() - Method in class com.opengamma.strata.market.explain.ExplainMap

metaBean() - Method in class com.opengamma.strata.market.id.CurveGroupId

metaBean() - Method in class com.opengamma.strata.market.id.CurveInputsId

metaBean() - Method in class com.opengamma.strata.market.id.DiscountCurveId

metaBean() - Method in class com.opengamma.strata.market.id.IborIndexCurveId

metaBean() - Method in class com.opengamma.strata.market.id.IndexRateId

metaBean() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

metaBean() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

metaBean() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

metaBean() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

metaBean() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

metaBean() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

metaBean() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId

metaBean() - Method in class com.opengamma.strata.market.id.QuoteId

metaBean() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

metaBean() - Method in class com.opengamma.strata.market.key.CurveGroupKey

metaBean() - Method in class com.opengamma.strata.market.key.CurveInputsKey

metaBean() - Method in class com.opengamma.strata.market.key.DiscountCurveKey

metaBean() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey

metaBean() - Method in class com.opengamma.strata.market.key.IndexRateKey

metaBean() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

metaBean() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

metaBean() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

metaBean() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

metaBean() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

metaBean() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey

metaBean() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey

metaBean() - Method in class com.opengamma.strata.market.key.QuoteKey

metaBean() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

metaBean() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey

metaBean() - Method in class com.opengamma.strata.market.option.DeltaStrike

metaBean() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

metaBean() - Method in class com.opengamma.strata.market.option.MoneynessStrike

metaBean() - Method in class com.opengamma.strata.market.option.SimpleStrike

metaBean() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

metaBean() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities

metaBean() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

metaBean() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

metaBean() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

metaBean() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

metaBean() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata

metaBean() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

metaBean() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

metaBean() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

metaBean() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

metaBean() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

metaBean() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

metaBean() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities

metaBean() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity

metaBean() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate

metaBean() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray

metaBean() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

metaBean() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

metaBean() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

metaBean() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

metaBean() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

metaBean() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

metaBean() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

metaBean() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

metaBean() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates

metaBean() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

metaBean() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

metaBean() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

metaBean() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

metaBean() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

metaBean() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

metaBean() - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities

metaBean() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters

metaBean() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities

metaBean() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

metaBean() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

metaBean() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

metaBean() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

metaBean() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

metaBean() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

metaBean() - Method in class com.opengamma.strata.product.bond.BondFuture

metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOption

metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

metaBean() - Method in class com.opengamma.strata.product.cms.Cms

metaBean() - Method in class com.opengamma.strata.product.cms.CmsLeg

metaBean() - Method in class com.opengamma.strata.product.cms.CmsPeriod

metaBean() - Method in class com.opengamma.strata.product.cms.CmsTrade

metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCms

metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

metaBean() - Method in class com.opengamma.strata.product.credit.Cds

metaBean() - Method in class com.opengamma.strata.product.credit.CdsTrade

metaBean() - Method in class com.opengamma.strata.product.credit.FeeLeg

metaBean() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

metaBean() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCds

metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

metaBean() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

metaBean() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

metaBean() - Method in class com.opengamma.strata.product.deposit.TermDeposit

metaBean() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

metaBean() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

metaBean() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

metaBean() - Method in class com.opengamma.strata.product.equity.Equity

metaBean() - Method in class com.opengamma.strata.product.equity.EquitySecurity

metaBean() - Method in class com.opengamma.strata.product.equity.EquityTrade

metaBean() - Method in class com.opengamma.strata.product.fra.Fra

metaBean() - Method in class com.opengamma.strata.product.fra.FraTrade

metaBean() - Method in class com.opengamma.strata.product.fra.ResolvedFra

metaBean() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade

metaBean() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

metaBean() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

metaBean() - Method in class com.opengamma.strata.product.fx.FxNdf

metaBean() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

metaBean() - Method in class com.opengamma.strata.product.fx.FxSingle

metaBean() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

metaBean() - Method in class com.opengamma.strata.product.fx.FxSwap

metaBean() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

metaBean() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

metaBean() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap

metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption

metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade

metaBean() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

metaBean() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

metaBean() - Method in class com.opengamma.strata.product.GenericSecurity

metaBean() - Method in class com.opengamma.strata.product.GenericSecurityTrade

metaBean() - Method in class com.opengamma.strata.product.index.IborFuture

metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOption

metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

metaBean() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

metaBean() - Method in class com.opengamma.strata.product.index.IborFutureTrade

metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

metaBean() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

metaBean() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

metaBean() - Method in class com.opengamma.strata.product.payment.BulletPayment

metaBean() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

metaBean() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

metaBean() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

metaBean() - Method in class com.opengamma.strata.product.rate.FixedRateObservation

metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

metaBean() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

metaBean() - Method in class com.opengamma.strata.product.rate.IborRateObservation

metaBean() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation

metaBean() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation

metaBean() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

metaBean() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

metaBean() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

metaBean() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

metaBean() - Method in class com.opengamma.strata.product.SecurityInfo

metaBean() - Method in class com.opengamma.strata.product.SecurityPriceInfo

metaBean() - Method in class com.opengamma.strata.product.SecurityTrade

metaBean() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

metaBean() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity

metaBean() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

metaBean() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

metaBean() - Method in class com.opengamma.strata.product.swap.FxReset

metaBean() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

metaBean() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

metaBean() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

metaBean() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

metaBean() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

metaBean() - Method in class com.opengamma.strata.product.swap.NotionalExchange

metaBean() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

metaBean() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

metaBean() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

metaBean() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

metaBean() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

metaBean() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

metaBean() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

metaBean() - Method in class com.opengamma.strata.product.swap.ResetSchedule

metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture

metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade

metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

metaBean() - Method in class com.opengamma.strata.product.swap.StubCalculation

metaBean() - Method in class com.opengamma.strata.product.swap.Swap

metaBean() - Method in class com.opengamma.strata.product.swap.SwapTrade

metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

metaBean() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

metaBean() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

metaBean() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

metaBean() - Method in class com.opengamma.strata.product.swaption.CashSettlement

metaBean() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement

metaBean() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

metaBean() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

metaBean() - Method in class com.opengamma.strata.product.swaption.Swaption

metaBean() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

metaBean() - Method in class com.opengamma.strata.product.TradeInfo

metaBean() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

metaBean() - Method in class com.opengamma.strata.report.framework.format.FormatSettings

metaBean() - Method in class com.opengamma.strata.report.ReportCalculationResults

metaBean() - Method in class com.opengamma.strata.report.ReportRequirements

metaBean() - Method in class com.opengamma.strata.report.trade.TradeReport

metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

metadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

The meta-property for the metadata property.

metadata() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta

The meta-property for the metadata property.

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Creates the curve metadata for each definition.

metadata(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode

Returns metadata for the node.

metadata() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta

The meta-property for the metadata property.

metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the curve metadata.

metadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the metadata property.

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

metadata(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

Creates the curve metadata.

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

metadata() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta

The meta-property for the metadata property.

metadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

Sets the surface metadata.

metadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

The meta-property for the metadata property.

metadata() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta

The meta-property for the metadata property.

metadata() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta

The meta-property for the metadata property.

metaDefaultFunctionGroup(Class<R>) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

The meta-bean for DefaultFunctionGroup.

metaDefaultScenarioResult(Class<R>) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

The meta-bean for DefaultScenarioResult.

metaFormatSettings(Class<R>) - Static method in class com.opengamma.strata.report.framework.format.FormatSettings

The meta-bean for FormatSettings.

metaFunctionConfig(Class<R>) - Static method in class com.opengamma.strata.calc.config.FunctionConfig

The meta-bean for FunctionConfig.

metaObjDoublePair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair

The meta-bean for ObjDoublePair.

metaObjIntPair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair

The meta-bean for ObjIntPair.

metaPair(Class<R>, Class<S>) - Static method in class com.opengamma.strata.collect.tuple.Pair

The meta-bean for Pair.

metaPerturbationMapping(Class<R>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

The meta-bean for PerturbationMapping.

metaPricingRule(Class<R>) - Static method in class com.opengamma.strata.calc.config.pricing.PricingRule

The meta-bean for PricingRule.

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.Payment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.StandardId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.CalculationRules.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.Column.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.Results.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Failure.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Result.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.QuoteId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.Cms.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.Cds.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.equity.Equity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.Fra.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFuture.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityInfo.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxReset.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.Swap.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.product.TradeInfo.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportRequirements.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.Payment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.market.StandardId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.Column.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.Results.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Failure.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Result.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta

metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.QuoteId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta

metaPropertyMap() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.cms.Cms.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.Cds.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.equity.Equity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fra.Fra.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityInfo.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxReset.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.Swap.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

metaPropertyMap() - Method in class com.opengamma.strata.product.TradeInfo.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.ReportRequirements.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

metaResult(Class<R>) - Static method in class com.opengamma.strata.collect.result.Result

The meta-bean for Result.

metaScenarioMarketDataBox(Class<R>) - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

The meta-bean for ScenarioMarketDataBox.

metaScenarioValuesList(Class<R>) - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList

The meta-bean for ScenarioValuesList.

metaSingleMarketDataBox(Class<R>) - Static method in class com.opengamma.strata.basics.market.SingleMarketDataBox

The meta-bean for SingleMarketDataBox.

metaSingleScenarioResult(Class<R>) - Static method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult

The meta-bean for SingleScenarioResult.

metaTriple(Class<R>, Class<S>, Class<T>) - Static method in class com.opengamma.strata.collect.tuple.Triple

The meta-bean for Triple.

min() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns the minimum value held in the array.

min(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

minimumPeriod(Period) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

Sets the minimum period between the value date and the first future.

minimumPeriod() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta

The meta-property for the minimumPeriod property.

minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with the specified amount subtracted.

minus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with the specified amount subtracted.

minus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.

minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.

minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.

minus(MultiCurrencyValuesArray) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Returns a new array containing the values from this array with the values from the other array subtracted.

minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Returns a new array containing the values from this array with the values from the amount subtracted.

minus(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with the specified amount subtracted from each value.

minus(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance where each element is equal to the difference between the matching values in this array and the other array.

minus(DoubleMatrix) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance where each element is equal to the difference between the matching values in this matrix and the other matrix.

missing() - Static method in class com.opengamma.strata.calc.config.FunctionConfig

Returns configuration for a function that is used when no function is configured to calculate a value.

MissingConfigCalculationFunction - Class in com.opengamma.strata.calc.config

Function used when there is no function registered that can calculate a requested value.

MissingConfigCalculationFunction() - Constructor for class com.opengamma.strata.calc.config.MissingConfigCalculationFunction

MissingDataAwareFeedIdMapping - Class in com.opengamma.strata.calc.marketdata.mapping

ID mapping that returns the input ID if it has the feed MarketDataFeed.NO_RULE else it delegates to another instance to perform the mapping.

MissingDataAwareFeedIdMapping(FeedIdMapping) - Constructor for class com.opengamma.strata.calc.marketdata.mapping.MissingDataAwareFeedIdMapping

MissingDataAwareObservableFunction - Class in com.opengamma.strata.calc.marketdata.function

Observable market data function that handles data that can't be built because there was no market data rule for the calculation.

MissingDataAwareObservableFunction(ObservableMarketDataFunction) - Constructor for class com.opengamma.strata.calc.marketdata.function.MissingDataAwareObservableFunction

MissingDataAwareTimeSeriesProvider - Class in com.opengamma.strata.calc.marketdata.function

Time series provider that handles data that can't be looked up because there was no market data rule for the calculation.

MissingDataAwareTimeSeriesProvider(TimeSeriesProvider) - Constructor for class com.opengamma.strata.calc.marketdata.function.MissingDataAwareTimeSeriesProvider

MissingMapping - Class in com.opengamma.strata.calc.marketdata.mapping

Market data mapping implementation used when there is no mapping for a key.

MissingMappingId - Class in com.opengamma.strata.calc.runner

Market data ID that wraps a key for which there is no market data mapping.

MissingMappingId.Meta - Class in com.opengamma.strata.calc.runner

The meta-bean for MissingMappingId.

MissingMappingMarketDataFunction - Class in com.opengamma.strata.calc.marketdata.function

Market data function that creates failures with helpful error messages when there is no mapping for an item of market data requested by a calculation.

MODIFIED_FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'ModifiedFollowing' convention which adjusts to the next business day without crossing month end.

MODIFIED_FOLLOWING_BI_MONTHLY - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'ModifiedFollowingBiMonthly' convention which adjusts to the next business day without crossing mid-month or month end.

MODIFIED_PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'ModifiedPreceding' convention which adjusts to the previous business day without crossing month start.

modifiedDurationFromRealYieldFiniteDifference(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the modified duration from the conventional real yield using finite difference approximation.

modifiedDurationFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Computes the modified duration from the standard yield.

modifiedDurationFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the modified duration of the fixed coupon bond product from yield.

modifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

The meta-property for the modifyingValue property.

MONEYNESS - Static variable in class com.opengamma.strata.market.option.StrikeType

The type of a strike based on moneyness, defined as strike/forward.

MoneynessStrike - Class in com.opengamma.strata.market.option

A strike based on moneyness.

MoneynessStrike.Meta - Class in com.opengamma.strata.market.option

The meta-bean for MoneynessStrike.

MONTHLY_IMM - Static variable in class com.opengamma.strata.basics.date.DateSequences

The 'Monthly-IMM' date sequence.

MONTHS - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is the number of months relative to a base month - 'Months'.

MultiCurrencyAmount - Class in com.opengamma.strata.basics.currency

A map of currency amounts keyed by currency.

MultiCurrencyAmount.Meta - Class in com.opengamma.strata.basics.currency

The meta-bean for MultiCurrencyAmount.

MultiCurrencyValuesArray - Class in com.opengamma.strata.calc.runner.function.result

A currency-convertible scenario result for multi-currency amounts, holding one amount for each scenario.

MultiCurrencyValuesArray.Meta - Class in com.opengamma.strata.calc.runner.function.result

The meta-bean for MultiCurrencyValuesArray.

multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with the amount multiplied.

multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with all the amounts multiplied by the factor.

multipliedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with each value multiplied by the specified factor.

multipliedBy(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance where each element is equal to the product of the matching values in this array and the other array.

multipliedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance with each value multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Returns an instance in the specified currency with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Returns an instance in the specified currency with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Multiplies the sensitivities in this instance by the specified factor.

multipliedBy(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Multiplies the sensitivities in this builder by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Multiplies the sensitivity values in this instance by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

multipliedBy(double) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities

Returns an instance with the sensitivity values multiplied by the specified factor.

multipliedBy(double) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity

Returns an instance with the sensitivity values multiplied by the specified factor.

MutablePointSensitivities - Class in com.opengamma.strata.market.sensitivity

Mutable builder for sensitivity to a group of curves.

MutablePointSensitivities() - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Creates an empty instance.

MutablePointSensitivities(PointSensitivity) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Creates an instance with the specified sensitivity.

MutablePointSensitivities(List<? extends PointSensitivity>) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Creates an instance with the specified sensitivities.

mutate(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Mutates each element in the array using an operator by mutation.

mutateByAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Adds a constant value to each element in the array by mutation.

mutateByAddition(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Adds values in two arrays together, mutating the first array.

mutateByMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Multiplies each element in the array by a value by mutation.

mutateByMultiplication(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Multiplies values in two arrays, mutating the first array.

MX - Static variable in class com.opengamma.strata.basics.location.Country

The country 'MX' - Mexico.

MXN - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'MXN' - Mexican Peso.

MY - Static variable in class com.opengamma.strata.basics.location.Country

The country 'MY' - Malaysia.

MYR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'MYR' - Malaysian Ringgit.

N

name() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

Sets the index name, such as 'EUR/GBP-ECB'.

name() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

Sets the index name, such as 'GBP-LIBOR-3M'.

name() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the index name, such as 'GBP-SONIA'.

name() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

Sets the index name, such as 'GB-HICP'.

name() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

The meta-property for the name property.

name(ColumnName) - Method in class com.opengamma.strata.calc.Column.Builder

Sets the column name.

name() - Method in class com.opengamma.strata.calc.Column.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder

Sets the measure name.

name() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroupBuilder

Sets the name of the function group.

name(FunctionGroupName) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroupBuilder

Sets the name of the function group.

name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

Sets the name of the curve group.

name() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta

The meta-property for the name property.

name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder

Sets the name of the curve group definition.

name() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

The meta-property for the name property.

name(CurveName) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the curve name.

name() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta

The meta-property for the name property.

name() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the convention name, such as 'USD-European'.

name() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.

name() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

Sets the convention name, such as 'GBP-Deposit'.

name() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.

name() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

Sets the convention name, such as 'EUR/USD', optional with defaulting getter.

name() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

Sets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.

name() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

The meta-property for the name property.

NAME - Static variable in class com.opengamma.strata.product.SecurityAttributeType

Key used to access the name of the security.

name(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

Sets the index name.

name() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

Sets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.

name() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

Sets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.

name() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

Sets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.

name() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

Sets the convention name.

name() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

The meta-property for the name property.

name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

Sets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.

name() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

The meta-property for the name property.

Named - Interface in com.opengamma.strata.collect.named

A named instance.

NamedLookup<T extends Named> - Interface in com.opengamma.strata.collect.named

A lookup for named instances.

NATURAL - Static variable in class com.opengamma.strata.calc.config.ReportingCurrency

An instance requesting the "natural" currency of the target.

NATURAL_CUBIC_SPLINE - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators

Natural cubic spline interpolator.

NATURAL_SPLINE - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators

Natural spline interpolator.

naturalCurrency(CalculationTarget, ReferenceData) - Method in class com.opengamma.strata.calc.config.MissingConfigCalculationFunction

naturalCurrency(T, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.function.CalculationFunction

Returns the "natural" currency for the specified target.

naturalCurrency(CdsTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.credit.CdsCalculationFunction

naturalCurrency(TermDepositTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositCalculationFunction

naturalCurrency(FraTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fra.FraCalculationFunction

naturalCurrency(FxNdfTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxNdfCalculationFunction

naturalCurrency(FxSingleTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxSingleCalculationFunction

naturalCurrency(FxSwapTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxSwapCalculationFunction

naturalCurrency(IborFutureTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.index.IborFutureCalculationFunction

naturalCurrency(BulletPaymentTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.payment.BulletPaymentCalculationFunction

naturalCurrency(GenericSecurityTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.security.GenericSecurityCalculationFunction

naturalCurrency(SecurityTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.security.SecurityCalculationFunction

naturalCurrency(DeliverableSwapFutureTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFutureCalculationFunction

naturalCurrency(SwapTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swap.SwapCalculationFunction

naturalCurrency(SwaptionTrade, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swaption.SwaptionCalculationFunction

NEAREST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'Nearest' convention which adjusts Sunday and Monday forward, and other days backward.

nearLeg() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

The meta-property for the nearLeg property.

nearLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta

The meta-property for the nearLeg property.

negate() - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate

Returns a new predicate that negates the result of this predicate.

negate() - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate

Returns a new predicate that negates the result of this predicate.

negate() - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate

Returns a new predicate that negates the result of this predicate.

negated() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with the amount negated.

negated() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this CurrencyAmount with the amount negated.

negated() - Method in class com.opengamma.strata.basics.currency.Payment

Returns a copy of this Payment with the value negated.

negative() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with a negative amount.

negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the negative rate method, defaulted to 'AllowNegative'.

negativeRateMethod() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the negativeRateMethod property.

NegativeRateMethod - Enum in com.opengamma.strata.product.swap

A convention defining how to handle a negative interest rate.

negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the negative rate method, defaulted to 'AllowNegative'.

negativeRateMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the negativeRateMethod property.

negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the negative rate method, defaulted to 'AllowNegative'.

negativeRateMethod() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the negativeRateMethod property.

netAmount(ResolvedCapitalIndexedBondTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the net amount of the settlement of the bond trade.

next(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateSequence

Finds the next date in the sequence, always returning a date later than the input date.

next(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Finds the next business day, always returning a later date.

next(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

next(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention

Calculates the next date in the sequence after the input date.

nextLeapDay() - Static method in class com.opengamma.strata.basics.date.DateAdjusters

Obtains an instance that finds the next leap day after the input date.

nextOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateSequence

Finds the next date in the sequence, returning the input date if it is a date in the sequence.

nextOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Finds the next business day, returning the input date if it is a business day.

nextOrSameLeapDay() - Static method in class com.opengamma.strata.basics.date.DateAdjusters

Obtains a date adjuster that finds the next leap day on or after the input date.

nextSameOrLastInMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Finds the next business day within the month, returning the input date if it is a business day, or the last business day of the month if the next business day is in a different month.

nextSameOrLastInMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

NL - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'NL' - Netherlands.

NL_365 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The 'NL/365' day count, which divides the actual number of days omitting leap days by 365.

NO - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'NO' - Norway.

NO_ADJUST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'NoAdjust' convention which makes no adjustment.

NO_HOLIDAYS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for a calendar declaring no holidays and no weekends, with code 'NoHolidays'.

NO_HOLIDAYS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

An instance declaring no holidays and no weekends.

NO_RULE - Static variable in class com.opengamma.strata.basics.market.MarketDataFeed

A market data feed used to indicate there are no market data rules for a calculation.

NO_SEASONALITY - Static variable in class com.opengamma.strata.market.view.ForwardPriceIndexValues

The list used when there is no seasonality.

NodalCurve - Interface in com.opengamma.strata.market.curve

A curve based on double nodal points.

NodalCurveDefinition - Interface in com.opengamma.strata.market.curve

Provides the definition of how to calibrate a nodal curve.

NodalSurface - Interface in com.opengamma.strata.market.surface

A surface based on double nodal points.

nodeIndex() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta

The meta-property for the nodeIndex property.

nodeIndices() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta

The meta-property for the nodeIndices property.

nodes(List<? extends CurveNode>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the nodes in the curve.

nodes(CurveNode...) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the nodes property in the builder from an array of objects.

nodes() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the nodes property.

nodeSensitivity(IborFutureOptionSensitivity) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

Computes the sensitivity to the nodes used in the description of the normal volatility from a point sensitivity.

NOK - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'NOK' - Norwegian Krone.

NoMatchingRuleId - Class in com.opengamma.strata.calc.runner

A market data ID indicating that there was no market matching data rule for a calculation so no market data can be built.

NoMatchingRuleId.Meta - Class in com.opengamma.strata.calc.runner

The meta-bean for NoMatchingRuleId.

NoMatchingRulesMarketDataFunction - Class in com.opengamma.strata.calc.marketdata

Market data function that creates failures with helpful error messages when the market data rules don't match a calculation target and there are no market data mappings.

nominalPayment(CapitalIndexedBondPaymentPeriod) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the nominal payment of the product.

nominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the nominalPayment property.

nominalPayment(Payment) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the nominal payment of the product.

nominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the nominalPayment property.

nominalPriceFromRealPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the nominal price of the bond from its settlement date and real price.

NONE - Static variable in class com.opengamma.strata.basics.date.BusinessDayAdjustment

An instance that performs no adjustment.

NONE - Static variable in class com.opengamma.strata.basics.date.DaysAdjustment

An instance that performs no adjustment.

NONE - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions

No specific rule applies.

NONE - Static variable in class com.opengamma.strata.basics.date.PeriodAdjustment

An instance that performs no adjustment.

NONE - Static variable in class com.opengamma.strata.basics.market.MarketDataFeed

A market data feed used where a feed is required but no data is expected to be requested.

NONE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'None' roll convention.

none() - Static method in interface com.opengamma.strata.basics.value.Rounding

Obtains an instance that performs no rounding.

NONE - Static variable in class com.opengamma.strata.basics.value.ValueAdjustment

An instance that makes no adjustment to the value.

none() - Static method in interface com.opengamma.strata.calc.marketdata.function.ObservableMarketDataFunction

Returns a builder that doesn't build any market data.

none() - Static method in interface com.opengamma.strata.calc.marketdata.function.TimeSeriesProvider

Returns a time-series provider that is unable to source any time-series.

none() - Static method in interface com.opengamma.strata.calc.marketdata.scenario.ScenarioPerturbation

Returns a perturbation that returns its input unchanged.

NONE - Static variable in class com.opengamma.strata.market.amount.CashFlows

A cash flows instance to be used when there is no cash flow.

none() - Static method in interface com.opengamma.strata.market.Perturbation

Returns a perturbation that returns its input unchanged.

none() - Static method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Returns a builder representing no sensitivity.

NONE - Static variable in class com.opengamma.strata.product.swap.StubCalculation

An instance that has no special rate handling.

noneMatch(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

nonObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

The meta-property for the nonObservables property.

noNulls(T[], String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument array is non-null and contains no nulls.

noNulls(I, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument collection is non-null and contains no nulls.

noNulls(M, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument map is non-null and contains no nulls.

NormalIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor legs in normal or Bachelier model.

NormalIborCapFloorLegPricer(NormalIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorLegPricer

Creates an instance.

NormalIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor products in normal or Bachelier model.

NormalIborCapFloorProductPricer(NormalIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorProductPricer

Creates an instance.

NormalIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor trades in normal or Bachelier model.

NormalIborCapFloorTradePricer(NormalIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorTradePricer

Creates an instance.

NormalIborCapletFloorletExpiryStrikeVolatilities - Class in com.opengamma.strata.pricer.capfloor

Volatility for Ibor caplet/floorlet in the normal or Bachelier model based on a surface.

NormalIborCapletFloorletExpiryStrikeVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor

The meta-bean for NormalIborCapletFloorletExpiryStrikeVolatilities.

NormalIborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor

Volatility for Ibor caplet/floorlet in the normal or Bachelier model.

NormalIborFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.index

Pricer of options on Ibor future with a normal model on the underlying future price.

NormalIborFutureOptionMarginedProductPricer(DiscountingIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Creates an instance.

NormalIborFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.index

Pricer implementation for Ibor future option.

NormalIborFutureOptionMarginedTradePricer(NormalIborFutureOptionMarginedProductPricer) - Constructor for class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

Creates an instance.

normalize(double) - Method in enum com.opengamma.strata.basics.BuySell

Normalizes the specified notional amount using this buy/sell rule.

normalize(double) - Method in enum com.opengamma.strata.basics.PayReceive

Normalizes the specified notional amount using this pay/receive rule.

normalize() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Normalizes the point sensitivities by sorting and merging, mutating the internal list.

normalize() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

normalize() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Normalizes the point sensitivities by sorting and merging.

normalize() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities

Normalizes the sensitivities.

normalize() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

normalize() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

normalized() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Normalizes the adjustment.

normalized() - Method in class com.opengamma.strata.basics.date.Tenor

Normalizes the months and years of this tenor.

normalized() - Method in class com.opengamma.strata.basics.schedule.Frequency

Normalizes the months and years of this tenor.

normalized() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Normalizes the point sensitivities by sorting and merging.

NormalSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with par yield curve method of cash settlement in a normal model on the swap rate.

NormalSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer

Creates an instance.

NormalSwaptionCashParYieldTradePricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption trade with par yield curve method of cash settlement in a normal model on the swap rate.

NormalSwaptionCashParYieldTradePricer(NormalSwaptionCashParYieldProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer

Creates an instance.

NormalSwaptionExpiryTenorVolatilities - Class in com.opengamma.strata.pricer.swaption

Volatility for swaptions in the normal or Bachelier model based on a surface.

NormalSwaptionExpiryTenorVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption

The meta-bean for NormalSwaptionExpiryTenorVolatilities.

NormalSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with physical settlement in a normal model on the swap rate.

NormalSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer

Creates an instance.

NormalSwaptionPhysicalTradePricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption trade with physical settlement in a normal model on the swap rate.

NormalSwaptionPhysicalTradePricer(NormalSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer

Creates an instance.

NormalSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption

Volatility for swaptions in the normal or Bachelier model.

NormalVolatilityExpSimpleMoneynessIborFutureProvider - Class in com.opengamma.strata.pricer.index

Data provider of volatility for Ibor future options in the normal or Bachelier model.

NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder - Class in com.opengamma.strata.pricer.index

The bean-builder for NormalVolatilityExpSimpleMoneynessIborFutureProvider.

NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta - Class in com.opengamma.strata.pricer.index

The meta-bean for NormalVolatilityExpSimpleMoneynessIborFutureProvider.

NormalVolatilityIborFutureProvider - Interface in com.opengamma.strata.pricer.index

Data provider of volatility for Ibor future options in the normal or Bachelier model.

not(Predicate<R>) - Static method in class com.opengamma.strata.collect.Guavate

Returns a predicate that negates the original.

notBlank(String, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument is non-null and not blank.

notEmpty(String, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument is non-null and not empty.

notEmpty(T[], String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument array is non-null and not empty.

notEmpty(int[], String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument array is non-null and not empty.

notEmpty(long[], String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument array is non-null and not empty.

notEmpty(double[], String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument array is non-null and not empty.

notEmpty(I, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument iterable is non-null and not empty.

notEmpty(C, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument collection is non-null and not empty.

notEmpty(M, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument map is non-null and not empty.

NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The effective notional, which may be converted from the contract notional in the case of FX reset.

notional(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets the notional amount, must be positive.

notional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the notional amount, must be non-zero.

notional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets the notional amount, must be positive.

notional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the notional amount, must be positive.

notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the notional amount, must be positive.

notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets the notional amount, must be positive.

notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the notional property.

notional(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

Sets the notional amount, must be non-negative.

notional() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the notional amount, positive if receiving, negative if paying.

notional() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the notional property.

notional(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the notional amount, must be non-negative.

notional() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the notional amount, positive if receiving, negative if paying.

notional() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the notional property.

notional(CurrencyAmount) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

Sets the notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e.

notional() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the notional amount used to calculate fee payments.

notional() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the notional property.

notional - Variable in class com.opengamma.strata.product.credit.ResolvedCds

The notional amount used to calculate fee payments.

notional(double) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the notional amount.

notional() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

Sets the notional amount.

notional() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

Sets the notional amount.

notional() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the notional amount.

notional() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the notional amount.

notional() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the notional amount.

notional() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the notional amount.

notional() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

Sets the notional amount.

notional() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

Sets the notional amount.

notional() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

Sets the notional of the futures.

notional() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder

Sets the notional.

notional() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

Sets the notional amount, positive if receiving, negative if paying.

notional() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the notional amount, positive if receiving, negative if paying.

notional() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the notional property.

notional(double) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder

Sets the notional of the futures.

notional() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta

The meta-property for the notional property.

NotionalExchange - Class in com.opengamma.strata.product.swap

An exchange of notionals between two counterparties.

notionalExchange(boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the flag indicating whether to exchange the notional.

notionalExchange() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the notionalExchange property.

NotionalExchange.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for NotionalExchange.

NotionalExchange.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for NotionalExchange.

NotionalPaymentPeriod - Interface in com.opengamma.strata.product.swap

A period over which interest is accrued with a single payment calculated using a notional.

NotionalSchedule - Class in com.opengamma.strata.product.swap

Defines the schedule of notional amounts.

notionalSchedule(NotionalSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

Sets the notional schedule.

notionalSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the notionalSchedule property.

NotionalSchedule.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for NotionalSchedule.

NotionalSchedule.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for NotionalSchedule.

notNegative(int, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not negative.

notNegative(long, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not negative.

notNegative(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not negative.

notNegativeOrZero(int, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not negative or zero.

notNegativeOrZero(long, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not negative or zero.

notNegativeOrZero(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not negative or zero.

notNegativeOrZero(double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is greater than zero to within a given accuracy.

notNull(T, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified argument is non-null.

notNullItem(T) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the specified item is non-null.

notZero(double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker

Checks that the argument is not equal to zero to within a given accuracy.

nth(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.DateSequence

Finds the nth date in the sequence after the input date, always returning a date later than the input date.

nthOrSame(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.DateSequence

Finds the nth date in the sequence on or after the input date, returning the input date if it is a date in the sequence.

nuSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

The meta-property for the nuSensitivity property.

NYFD - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of the Federal Reserve Bank of New York, with code 'NYFD'.

NYSE - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of the New York Stock Exchange, with code 'NYSE'.

NZ - Static variable in class com.opengamma.strata.basics.location.Country

The country 'NZ' - New Zealand.

NZD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'NZD' - New Zealand Dollar.

O

ObjDoubleFunction<T,R> - Interface in com.opengamma.strata.collect.function

A function of two arguments - one object and one double.

ObjDoublePair<A> - Class in com.opengamma.strata.collect.tuple

An immutable pair consisting of an Object and a double.

ObjDoublePair.Meta<A> - Class in com.opengamma.strata.collect.tuple

The meta-bean for ObjDoublePair.

ObjDoublePredicate<T> - Interface in com.opengamma.strata.collect.function

A predicate of two arguments - one object and one double.

ObjIntFunction<T,R> - Interface in com.opengamma.strata.collect.function

A function of two arguments - one object and one int.

ObjIntPair<A> - Class in com.opengamma.strata.collect.tuple

An immutable pair consisting of an Object and an int.

ObjIntPair.Meta<A> - Class in com.opengamma.strata.collect.tuple

The meta-bean for ObjIntPair.

ObjIntPredicate<T> - Interface in com.opengamma.strata.collect.function

A predicate of two arguments - one object and one int.

ObjLongFunction<T,R> - Interface in com.opengamma.strata.collect.function

A function of two arguments - one object and one long.

ObjLongPredicate<T> - Interface in com.opengamma.strata.collect.function

A predicate of two arguments - one object and one long.

ObservableId - Interface in com.opengamma.strata.basics.market

A market data identifier that identifies observable data.

ObservableKey - Interface in com.opengamma.strata.basics.market

A market data key that identifies observable data.

ObservableMarketDataFunction - Interface in com.opengamma.strata.calc.marketdata.function

A function for building for items of observable market data.

observableRates(Map<CurrencyPair, QuoteKey>) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder

Sets the keys identifying FX rates which are observable in the market, keyed by their conventional currency pair.

observableRates() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta

The meta-property for the observableRates property.

observables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

The meta-property for the observables property.

observation() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

The meta-property for the observation property.

observation() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta

The meta-property for the observation property.

observation() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta

The meta-property for the observation property.

observation() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

The meta-property for the observation property.

observation(FxIndexObservation) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

Sets the FX index observation.

observation() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

The meta-property for the observation property.

observation(IborIndexObservation) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

Sets the Ibor index observation to use to determine a rate for the reset period.

observation() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

The meta-property for the observation property.

observation() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta

The meta-property for the observation property.

observation(FxIndexObservation) - Method in class com.opengamma.strata.product.swap.FxReset.Builder

Sets the FX index observation.

observation() - Method in class com.opengamma.strata.product.swap.FxReset.Meta

The meta-property for the observation property.

observation(FxIndexObservation) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

Sets the FX index observation.

observation() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

The meta-property for the observation property.

OBSERVATIONS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of rate observations.

observeOn(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Creates an observation object for the specified fixing date.

observeOn(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Creates an observation object for the specified fixing date.

of(String) - Static method in enum com.opengamma.strata.basics.BuySell

Obtains an instance from the specified unique name.

of(String) - Static method in class com.opengamma.strata.basics.currency.Currency

Obtains an instance for the specified ISO-4217 three letter currency code.

of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount

Obtains an instance of CurrencyAmount for the specified currency and amount.

of(String, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount

Obtains an instance of CurrencyAmount for the specified ISO-4217 three letter currency code and amount.

of(Currency, Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair

Obtains an instance from two currencies.

of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Obtains an instance containing a single FX rate.

of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Obtains an instance containing a single FX rate.

of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxRate

Obtains an instance from two currencies.

of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxRate

Obtains an instance from a currency pair.

of(CurrencyPair, DoubleArray) - Static method in class com.opengamma.strata.basics.currency.FxRatesArray

Returns an array of FX rates for a currency pair.

of(Currency, Currency, DoubleArray) - Static method in class com.opengamma.strata.basics.currency.FxRatesArray

Returns an array of FX rates for a currency pair.

of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Obtains an instance from a currency and amount.

of(CurrencyAmount...) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Obtains an instance from an array of CurrencyAmount objects.

of(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Obtains an instance from a list of CurrencyAmount objects.

of(Map<Currency, Double>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Obtains an instance from a map of currency to amount.

of(Currency, double, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment

Obtains an instance representing an amount.

of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment

Obtains an instance representing an amount.

of(LocalDate) - Static method in class com.opengamma.strata.basics.date.AdjustableDate

Obtains an instance with no business day adjustment.

of(LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.AdjustableDate

Obtains an instance with a business day adjustment.

of(BusinessDayConvention, HolidayCalendarId) - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Obtains an instance using the specified convention and calendar.

of(String) - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.basics.date.DateSequence

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.basics.date.DayCount

Obtains an instance from the specified unique name.

of(String) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId

Obtains an instance from the specified unique name.

of(String) - Static method in class com.opengamma.strata.basics.date.HolidayCalendars

Obtains an instance from the set of standard holiday calendars.

of(HolidayCalendarId, Iterable<LocalDate>, DayOfWeek, DayOfWeek) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Obtains an instance from a set of holiday dates and weekend days.

of(HolidayCalendarId, Iterable<LocalDate>, Iterable<DayOfWeek>) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Obtains an instance from a set of holiday dates and weekend days.

of(String) - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention

Obtains an instance from the specified unique name.

of(Period, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment

Obtains an instance that can adjust a date by the specified period.

of(Period) - Static method in class com.opengamma.strata.basics.date.Tenor

Obtains an instance from a Period.

of(Tenor, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment

Obtains an instance that can adjust a date by the specified tenor.

of(String) - Static method in class com.opengamma.strata.basics.index.FloatingRateName

Obtains an instance from the specified unique name.

of(String) - Static method in enum com.opengamma.strata.basics.index.FloatingRateType

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.basics.index.FxIndex

Obtains an instance from the specified unique name.

of(FxIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.FxIndexObservation

Creates an instance from an index and fixing date.

of(String) - Static method in interface com.opengamma.strata.basics.index.IborIndex

Obtains an instance from the specified unique name.

of(IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.IborIndexObservation

Creates an instance from an index and fixing date.

of(String) - Static method in interface com.opengamma.strata.basics.index.OvernightIndex

Obtains an instance from the specified unique name.

of(OvernightIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Creates an IborRateObservation from an index and fixing date.

of(String) - Static method in interface com.opengamma.strata.basics.index.PriceIndex

Obtains an instance from the specified unique name.

of(PriceIndex, YearMonth) - Static method in class com.opengamma.strata.basics.index.PriceIndexObservation

Creates an instance from an index and fixing date.

of(String) - Static method in class com.opengamma.strata.basics.location.Country

Obtains an instance from the specified ISO-3166-1 alpha-2 two letter country code dynamically creating a country if necessary.

of(String) - Static method in enum com.opengamma.strata.basics.LongShort

Obtains an instance from the specified unique name.

of(String) - Static method in class com.opengamma.strata.basics.market.FieldName

Obtains an instance from the specified name.

of(CurrencyPair) - Static method in class com.opengamma.strata.basics.market.FxRateId

Obtains an instance representing the FX rate for a currency pair.

of(Currency, Currency) - Static method in class com.opengamma.strata.basics.market.FxRateId

Obtains an instance representing the FX rate for a currency pair.

of(CurrencyPair, MarketDataFeed) - Static method in class com.opengamma.strata.basics.market.FxRateId

Obtains an instance representing the FX rate for a currency pair, specifying the feed.

of(Currency, Currency, MarketDataFeed) - Static method in class com.opengamma.strata.basics.market.FxRateId

Obtains an instance representing the FX rate for a currency pair, specifying the feed.

of(CurrencyPair) - Static method in class com.opengamma.strata.basics.market.FxRateKey

Obtains an instance representing the market FX rate associated with a currency pair.

of(Currency, Currency) - Static method in class com.opengamma.strata.basics.market.FxRateKey

Obtains an instance representing the market FX rate associated with a currency pair.

of(LocalDate, Map<? extends MarketDataKey<?>, ?>) - Static method in class com.opengamma.strata.basics.market.ImmutableMarketData

Obtains an instance from a valuation date and map of values.

of(Map<? extends ReferenceDataId<?>, ?>) - Static method in class com.opengamma.strata.basics.market.ImmutableReferenceData

Obtains an instance from a map of reference data.

of(ReferenceDataId<T>, T) - Static method in class com.opengamma.strata.basics.market.ImmutableReferenceData

Obtains an instance from a single reference data entry.

of(LocalDate, Map<? extends MarketDataKey<?>, ?>) - Static method in interface com.opengamma.strata.basics.market.MarketData

Obtains an instance from a valuation date and map of values.

of(LocalDate, Map<? extends MarketDataKey<?>, ?>, Map<? extends ObservableKey, LocalDateDoubleTimeSeries>) - Static method in interface com.opengamma.strata.basics.market.MarketData

Obtains an instance from a valuation date, map of values and time-series.

of(String) - Static method in class com.opengamma.strata.basics.market.MarketDataFeed

Obtains an instance from the specified name.

of(Map<? extends ReferenceDataId<?>, ?>) - Static method in interface com.opengamma.strata.basics.market.ReferenceData

Obtains an instance from a map of reference data.

of(ScenarioMarketDataValue<T>) - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

Obtains an instance containing the specified value.

of(T...) - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

Obtains an instance containing the specified market data values, one for each scenario.

of(List<T>) - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

Obtains an instance containing the specified market data values, one for each scenario.

of(T...) - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList

Obtains an instance containing the specified values.

of(List<T>) - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList

Obtains an instance containing the specified values.

of(T) - Static method in class com.opengamma.strata.basics.market.SingleMarketDataBox

Obtains an instance containing a single market data value.

of(String, String) - Static method in class com.opengamma.strata.basics.market.StandardId

Obtains an instance from a scheme and value.

of(String) - Static method in enum com.opengamma.strata.basics.PayReceive

Obtains an instance from the specified unique name.

of(String) - Static method in enum com.opengamma.strata.basics.PutCall

Obtains an instance from the specified unique name.

of(Period) - Static method in class com.opengamma.strata.basics.schedule.Frequency

Obtains an instance from a Period.

of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, boolean) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Obtains an instance based on a stub convention and end-of-month flag.

of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, RollConvention) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Obtains an instance based on roll and stub conventions.

of(String) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention

Obtains an instance from the specified unique name.

of(LocalDate, LocalDate, LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Obtains an instance from the adjusted and unadjusted dates.

of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Obtains an instance from two dates.

of(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention

Obtains an instance from the specified unique name.

of(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType

Obtains an instance from the specified unique name.

of(double, DoubleArray) - Static method in class com.opengamma.strata.basics.value.ValueDerivatives

Obtains an instance from a value and array of derivatives.

of(double) - Static method in class com.opengamma.strata.basics.value.ValueSchedule

Obtains an instance from a single value that does not change over time.

of(double, ValueStep...) - Static method in class com.opengamma.strata.basics.value.ValueSchedule

Obtains an instance from an initial value and a list of changes.

of(double, List<ValueStep>) - Static method in class com.opengamma.strata.basics.value.ValueSchedule

Obtains an instance from an initial value and a list of changes.

of(int, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep

Obtains an instance that applies at the specified schedule period index.

of(LocalDate, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep

Obtains an instance that applies at the specified date.

of(PricingRules, MarketDataRules) - Static method in class com.opengamma.strata.calc.CalculationRules

Obtains an instance specifying all the rules, using the "natural" reporting currency.

of(PricingRules, MarketDataRules, ReportingCurrency) - Static method in class com.opengamma.strata.calc.CalculationRules

Obtains an instance specifying all the rules.

of(ExecutorService) - Static method in interface com.opengamma.strata.calc.CalculationRunner

Creates a calculation runner capable of performing calculations, specifying the executor.

of(Measure) - Static method in class com.opengamma.strata.calc.Column

Obtains an instance that will calculate the specified measure.

of(Measure, ReportingCurrency) - Static method in class com.opengamma.strata.calc.Column

Obtains an instance that will calculate the specified measure, defining the reporting currency.

of(Measure, String) - Static method in class com.opengamma.strata.calc.Column

Obtains an instance that will calculate the specified measure, defining the column name.

of(Measure, String, ReportingCurrency) - Static method in class com.opengamma.strata.calc.Column

Obtains an instance that will calculate the specified measure, defining the column name and reporting currency.

of(String) - Static method in class com.opengamma.strata.calc.ColumnName

Obtains an instance from the specified name.

of(MarketDataMappings) - Static method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules

Obtains an instance that always returns the specified mappings.

of(Class<? extends CalculationFunction<T>>) - Static method in class com.opengamma.strata.calc.config.FunctionConfig

Obtains an instance for a function that does not contain any constructor arguments.

of(String) - Static method in class com.opengamma.strata.calc.config.ImmutableMeasure

Returns a measure with the specified name whose values will be automatically converted to the reporting currency.

of(String, boolean) - Static method in class com.opengamma.strata.calc.config.ImmutableMeasure

Returns a measure with the specified name.

of(String) - Static method in interface com.opengamma.strata.calc.config.Measure

Obtains an instance from the specified unique name.

of(FunctionGroup<?>, Map<String, Object>) - Static method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup

Returns a configured function group containing the specified function group and arguments.

of(FunctionGroup<?>) - Static method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup

Returns a configured function group containing the specified function group and no arguments.

of(PricingRule<?>...) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

Obtains an instance based on the specified individual rules.

of(List<PricingRule<?>>) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

Obtains an instance based on the specified individual rules.

of(String) - Static method in class com.opengamma.strata.calc.config.pricing.FunctionGroupName

Obtains an instance from the specified name.

of(PricingRule<?>...) - Static method in interface com.opengamma.strata.calc.config.pricing.PricingRules

Obtains an instance based on the specified individual rules.

of(List<PricingRule<?>>) - Static method in interface com.opengamma.strata.calc.config.pricing.PricingRules

Obtains an instance based on the specified individual rules.

of(Currency) - Static method in class com.opengamma.strata.calc.config.ReportingCurrency

Obtains an instance requesting the specified currency.

of(String) - Static method in enum com.opengamma.strata.calc.config.ReportingCurrencyType

Obtains an instance from the specified unique name.

of(MarketDataMappings, Class<? extends CalculationTarget>...) - Static method in class com.opengamma.strata.calc.config.TypedMarketDataRules

Obtains an instance returning the specified mappings for any of the target types.

of(MarketDataMappings, List<Class<? extends CalculationTarget>>) - Static method in class com.opengamma.strata.calc.config.TypedMarketDataRules

Obtains an instance returning the specified mappings for any of the target types.

of(CalculationEnvironment, MarketDataMappings) - Static method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData

Obtains an instance from an underlying market data environment and mappings.

of(MarketDataFeed, List<? extends MarketDataMapping<?, ?>>) - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.

of(MarketDataFeed, MarketDataMapping<?, ?>...) - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.

of(MarketDataFeed, List<? extends MarketDataMapping<?, ?>>) - Static method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings

Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.

of(MarketDataFeed, MarketDataMapping<?, ?>...) - Static method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings

Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.

of(CalculationRules, List<? extends CalculationTarget>, List<Column>, ReferenceData) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Obtains an instance from a set of targets, columns and rules.

of(MarketDataId<?>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

Obtains an instance containing a single market data ID.

of(Class<T>, MarketDataFilter<T, ?>, ScenarioPerturbation<T>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

Returns a mapping containing a single perturbation.

of(CalculationTarget, int, int, Result<?>) - Static method in class com.opengamma.strata.calc.runner.CalculationResult

Returns a calculation result containing the target, the row and column in the results grid and the result of a calculation.

of(CalculationTarget, Measure, int, int, CalculationFunction<? extends CalculationTarget>, MarketDataMappings, ReportingCurrency) - Static method in class com.opengamma.strata.calc.runner.CalculationTask

Obtains configuration for a task that will calculate a value for a target.

of(ExecutorService) - Static method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Creates a calculation task runner capable of performing calculations, specifying the executor.

of(CalculationRules, List<? extends CalculationTarget>, List<Column>) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks

Obtains an instance from a set of targets, columns and rules.

of(List<CalculationTask>, List<Column>) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks

Obtains an instance from a set of tasks and columns.

of(Currency, DoubleArray) - Static method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

Obtains an instance from the specified currency and array of values.

of(List<CurrencyAmount>) - Static method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

Obtains an instance from the specified list of amounts.

of(int, IntFunction<CurrencyAmount>) - Static method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

Obtains an instance using a function to create the entries.

of(T...) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

Obtains an instance from the specified array of values.

of(List<T>) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

Obtains an instance from the specified list of values.

of(int, IntFunction<T>) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

Obtains an instance using a function to create the entries.

of(MultiCurrencyAmount...) - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Returns an instance containing the values from the amounts.

of(List<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Returns an instance containing the values from the list of amounts.

of(int, IntFunction<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Obtains an instance using a function to create the entries.

of(Map<Currency, DoubleArray>) - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Returns an instance containing the values from a map of amounts with the same number of elements in each array.

of(CalculationMarketData, int) - Static method in class com.opengamma.strata.calc.runner.function.result.ScenarioRateProvider

Returns a rate provider which uses rates from the scenario at the specified index in the market data.

of(T...) - Static method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult

Obtains an instance from the specified array of values.

of(List<T>) - Static method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult

Obtains an instance from the specified list of values.

of(int, IntFunction<T>) - Static method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult

Obtains an instance using a function to create the entries.

of(int, T) - Static method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult

Obtains an instance from a single result and scenario count.

of(DoubleArray) - Static method in class com.opengamma.strata.calc.runner.function.result.ValuesArray

Obtains an instance from the specified array of values.

of(List<Double>) - Static method in class com.opengamma.strata.calc.runner.function.result.ValuesArray

Obtains an instance from the specified list of values.

of(int, IntToDoubleFunction) - Static method in class com.opengamma.strata.calc.runner.function.result.ValuesArray

Obtains an instance using a function to create the entries.

of(MarketDataKey<?>) - Static method in class com.opengamma.strata.calc.runner.MissingMappingId

Returns an ID wrapping a market data key for which there was no mapping.

of(MarketDataKey<?>) - Static method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

Returns an ID wrapping a key requested by a calculation for a target with no market data rules.

of(int, int, List<? extends Result<?>>) - Static method in class com.opengamma.strata.calc.runner.Results

Returns a set of results for some calculations.

of(CalculationMarketData, int) - Static method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData

Obtains an instance from an underlying set of market data and scenario index.

of() - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an empty immutable array.

of(double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with a single value.

of(double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with two values.

of(double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with three values.

of(double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with four values.

of(double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with five values.

of(double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with six values.

of(double, double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with seven values.

of(double, double, double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with eight values.

of(double, double, double, double, double, double, double, double, double...) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an immutable array with more than eight values.

of(int, IntToDoubleFunction) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance with entries filled using a function.

of() - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an empty instance.

of(int, int, double...) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an immutable array with the specified size and values.

of(int, int, IntIntToDoubleFunction) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance with entries filled using a function.

of(CharSource, boolean) - Static method in class com.opengamma.strata.collect.io.CsvFile

Parses the specified source as a CSV file.

of(CharSource, boolean, char) - Static method in class com.opengamma.strata.collect.io.CsvFile

Parses the specified source as a CSV file where the separator is specified and might not be a comma.

of(List<String>, List<? extends List<String>>) - Static method in class com.opengamma.strata.collect.io.CsvFile

Creates an instance from a list of headers and rows.

of(Map<String, PropertySet>) - Static method in class com.opengamma.strata.collect.io.IniFile

Obtains an instance, specifying the map of section to properties.

of(CharSource) - Static method in class com.opengamma.strata.collect.io.IniFile

Parses the specified source as an INI file.

of(CharSource) - Static method in class com.opengamma.strata.collect.io.PropertiesFile

Parses the specified source as a properties file.

of(Map<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet

Obtains an instance from a map.

of(Multimap<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet

Obtains an instance from a map allowing for multiple values for each key.

of(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator

Creates a resource from a string locator.

of(ByteSource) - Static method in class com.opengamma.strata.collect.io.XmlFile

Parses the specified source as an XML file to an in-memory DOM-like structure.

of(ByteSource, String) - Static method in class com.opengamma.strata.collect.io.XmlFile

Parses the specified source as an XML file to an in-memory DOM-like structure.

of(Map<K, V>) - Static method in class com.opengamma.strata.collect.MapStream

Returns a stream over the entries in the map.

of(Collection<V>, Function<V, K>) - Static method in class com.opengamma.strata.collect.MapStream

Returns a stream of map entries where the values are taken from a collection and the keys are created by applying a function to each value.

of(Stream<V>, Function<V, K>) - Static method in class com.opengamma.strata.collect.MapStream

Returns a stream of map entries where the values are taken from a stream and the keys are created by applying a function to each value.

of(Class<R>) - Static method in class com.opengamma.strata.collect.named.ExtendedEnum

Obtains an extended enum instance.

of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.collect.range.LocalDateRange

Obtains a half-open range of dates, including the start and excluding the end.

of(Supplier<T>) - Static method in class com.opengamma.strata.collect.result.Result

Creates a success Result wrapping the value produced by the supplier.

of(LocalDate, double) - Static method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Obtains a point from date and value.

of(LocalDate, double) - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Obtains a time-series containing a single date and value.

of(double, double) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair

Obtains an instance from two double elements.

of(int, double) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair

Obtains an instance from an int and a double.

of(long, double) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair

Obtains an instance from a long and a double.

of(A, double) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Obtains an instance from an Object and a double.

of(A, int) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair

Obtains an instance from an Object and an int.

of(A, B) - Static method in class com.opengamma.strata.collect.tuple.Pair

Obtains a pair inferring the types.

of(A, B, C) - Static method in class com.opengamma.strata.collect.tuple.Triple

Obtains a triple inferring the types.

of(Map<CurrencyPair, QuoteKey>) - Static method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

Returns FX rate configuration built using the data in the map.

of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

Returns a mapping that accepts a DiscountCurveKey and returns a DiscountCurveId with the name of the curve group that is the source of the curve.

of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

Returns a mapping that accepts a IborIndexCurveKey and returns a IborIndexCurveId with the name of the curve group that is the source of the curve.

of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

Returns a mapping that accepts a OvernightIndexCurveKey and returns a OvernightIndexCurveId with the name of the curve group that is the source of the curve.

of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping

Returns a mapping that accepts a PriceIndexCurveKey and returns a PriceIndexCurveId with the name of the curve group that is the source of the curve.

of() - Static method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping

Obtains the standard instance.

of(CurveName) - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

Returns a filter matching curves with the specified name.

of(Index) - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

Returns a filter matching a curve for the specified index.

of(Currency) - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

Returns a filter which matches curves with the specified currency.

of(FpmlPartySelector) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser

Obtains an instance of the parser, based on the specified selector.

of(FpmlPartySelector, FpmlTradeInfoParserPlugin) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser

Obtains an instance of the parser, based on the specified selector and trade info plugin.

of(FpmlPartySelector, FpmlTradeInfoParserPlugin, Map<String, FpmlParserPlugin>) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser

Obtains an instance of the parser, based on the specified selector and plugins.

of(FpmlPartySelector, FpmlTradeInfoParserPlugin, Map<String, FpmlParserPlugin>, ReferenceData) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser

Obtains an instance of the parser, based on the specified selector and plugins.

of(String) - Static method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin

Obtains an instance from the specified unique name.

of(CashFlow) - Static method in class com.opengamma.strata.market.amount.CashFlows

Obtains an instance from a single cash flow.

of(List<CashFlow>) - Static method in class com.opengamma.strata.market.amount.CashFlows

Obtains an instance from a list of cash flows.

of(List<LegAmount>) - Static method in class com.opengamma.strata.market.amount.LegAmounts

Returns an instance containing the specified leg amounts.

of(LegAmount...) - Static method in class com.opengamma.strata.market.amount.LegAmounts

Returns an instance containing the specified leg amounts.

of(ResolvedSwapLeg, CurrencyAmount) - Static method in class com.opengamma.strata.market.amount.SwapLegAmount

Obtains an instance from a swap leg and amount.

of(Curve, Curve) - Static method in class com.opengamma.strata.market.curve.AddFixedCurve

Creates a curve as the sum of a fixed curve and a spread curve.

of(String, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Creates a constant curve with a specific value.

of(CurveName, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Creates a constant curve with a specific value.

of(CurveMetadata, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve

Creates a constant curve with a specific value.

of(CurveCurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Obtains an instance from a multiple sensitivity entries.

of(List<? extends CurveCurrencyParameterSensitivity>) - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Obtains an instance from a list of sensitivity entries.

of(CurveMetadata, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Obtains an instance from the curve metadata, currency and sensitivity.

of(CurveGroupName, Map<Currency, Curve>, Map<Index, Curve>) - Static method in class com.opengamma.strata.market.curve.CurveGroup

Returns a curve group containing the specified curves.

of(CurveGroupName, Collection<CurveGroupEntry>, Collection<NodalCurveDefinition>) - Static method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Returns a curve group definition with the specified name and containing the specified entries.

of(String) - Static method in class com.opengamma.strata.market.curve.CurveGroupName

Obtains an instance from the specified name.

of(String) - Static method in class com.opengamma.strata.market.curve.CurveInfoType

Obtains an instance from the specified name.

of(Map<? extends MarketDataKey<?>, ?>, CurveMetadata) - Static method in class com.opengamma.strata.market.curve.CurveInputs

Returns a CurveInputs instance containing the specified market data.

of(String) - Static method in class com.opengamma.strata.market.curve.CurveName

Obtains an instance from the specified name.

of(CurveName, int) - Static method in class com.opengamma.strata.market.curve.CurveParameterSize

Obtains an instance, specifying the name and parameter count.

of(CurveUnitParameterSensitivity) - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Obtains an instance from a single sensitivity entry.

of(List<? extends CurveUnitParameterSensitivity>) - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Obtains an instance from a list of sensitivity entries.

of(CurveMetadata, DoubleArray) - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Obtains an instance from the curve metadata and sensitivity.

of(String) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Creates the metadata.

of(CurveName) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Creates the metadata.

of(CurveMetadata, DoubleArray, DoubleArray, CurveInterpolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Creates an interpolated curve with metadata.

of(CurveName, Period[], LocalDate[], double[], CdsConvention, double) - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Creates an instance of the par rates.

of(CurveName, Period[], LocalDate[], IsdaYieldCurveUnderlyingType[], double[], IsdaYieldCurveConvention) - Static method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Creates an instance of the par rates.

of(List<CurveParameterSize>, DoubleMatrix) - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Obtains an instance from the curve order and Jacobian matrix.

of(LocalDate, String) - Static method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

Creates node metadata using date and label.

of(LocalDate, Tenor) - Static method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

Creates node metadata using date and tenor.

of(LocalDate, Tenor, String) - Static method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

Creates node metadata using date, tenor and label.

of(LocalDate, YearMonth) - Static method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

Creates node metadata using date and year-month.

of(LocalDate, YearMonth, String) - Static method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

Creates node metadata using date, year-month and label.

of(LocalDate) - Static method in class com.opengamma.strata.market.curve.node.CurveNodeDate

Obtains an instance specifying a fixed date.

of(String) - Static method in enum com.opengamma.strata.market.curve.node.CurveNodeDateType

Obtains an instance from the specified unique name.

of(FixedIborSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template and rate.

of(FixedIborSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template, rate key and spread.

of(FixedIborSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template, rate key, spread and label.

of(FixedOvernightSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template and rate.

of(FixedOvernightSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key and spread.

of(FixedOvernightSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key, spread and label.

of(FraTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a curve node for a FRA using the specified instrument template and rate key.

of(FraTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a curve node for a FRA using the specified instrument template, rate key and spread.

of(FraTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a curve node for a FRA using the specified instrument template, rate key, spread and label.

of(FxSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Returns a curve node for an FX Swap using the specified instrument template and keys.

of(FxSwapTemplate, ObservableKey, String) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Returns a curve node for an FX Swap using the specified instrument template and keys and label.

of(IborFixingDepositTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a curve node for an Ibor deposit using the specified template and rate key.

of(IborFixingDepositTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a curve node for an Ibor deposit using the specified template, rate key and spread.

of(IborFixingDepositTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a curve node for an Ibor deposit using the specified template, rate key, spread and label.

of(IborFutureTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Obtains a curve node for an Ibor Future using the specified template and rate key.

of(IborFutureTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Obtains a curve node for an Ibor Future using the specified template, rate key and spread.

of(IborFutureTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Obtains a curve node for an Ibor Future using the specified template, rate key, spread and label.

of(IborIborSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a curve node for an Ibor-Ibor interest rate swap using the specified instrument template and rate.

of(IborIborSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a curve node for an Ibor-Ibor interest rate swap using the specified instrument template, rate key and spread.

of(IborIborSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a curve node for a Ibor-Ibor interest rate swap using the specified instrument template, rate key, spread and label.

of(TermDepositTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a curve node for a term deposit using the specified instrument template and rate key.

of(TermDepositTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a curve node for a term deposit using the specified instrument template, rate key and spread.

of(TermDepositTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a curve node for a term deposit using the specified instrument template, rate key, spread and label.

of(ThreeLegBasisSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a curve node for a three leg basis swap using the specified instrument template and rate.

of(ThreeLegBasisSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a curve node for a three leg basis swap using the specified instrument template, rate key and spread.

of(ThreeLegBasisSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a curve node for a three leg basis swap using the specified instrument template, rate key, spread and label.

of(XCcyIborIborSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template and rate.

of(XCcyIborIborSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template, rate key and spread.

of(XCcyIborIborSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template, rate key, spread and label.

of(Curve, ShiftType, double) - Static method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

Returns a curve based on an underlying curve with a parallel shift applied to the Y values.

of(String) - Static method in class com.opengamma.strata.market.explain.ExplainKey

Obtains an instance from the specified name.

of(Map<ExplainKey<?>, Object>) - Static method in class com.opengamma.strata.market.explain.ExplainMap

Creates an instance from a populated map.

of(CurveGroupName) - Static method in class com.opengamma.strata.market.id.CurveGroupId

Returns an ID identifying a curve group with a market data feed of MarketDataFeed.NONE.

of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.CurveGroupId

Returns an ID identifying a curve group.

of(CurveGroupName, CurveName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.CurveInputsId

Returns an ID for the input data used when calibrating the specified curve.

of(Currency, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.DiscountCurveId

Obtains an ID used to find the discount factor curve associated with a currency.

of(Currency, CurveGroupName) - Static method in class com.opengamma.strata.market.id.DiscountCurveId

Obtains an ID used to find the discount factor curve associated with a currency.

of(IborIndex, CurveGroupName) - Static method in class com.opengamma.strata.market.id.IborIndexCurveId

Obtains an instance used to obtain the forward curve associated with an Overnight index.

of(IborIndex, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.IborIndexCurveId

Obtains an instance used to obtain the forward curve associated with an Overnight index.

of(Index) - Static method in class com.opengamma.strata.market.id.IndexRateId

Returns an ID for market data for the specified index.

of(Index, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.IndexRateId

Returns an ID for market data for the specified index.

of(Index, MarketDataFeed, FieldName) - Static method in class com.opengamma.strata.market.id.IndexRateId

Returns an ID for the curve for the specified index.

of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

Creates an instance based on the reference information.

of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

Creates an instance based on the reference information.

of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

Creates an instance based on the reference information.

of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

Creates an instance based on the reference information.

of(Currency) - Static method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

Creates an instance based on a currency.

of(OvernightIndex, CurveGroupName) - Static method in class com.opengamma.strata.market.id.OvernightIndexCurveId

Obtains an instance used to obtain the forward curve associated with an Overnight index.

of(OvernightIndex, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.OvernightIndexCurveId

Obtains an instance used to obtain the forward curve associated with an Overnight index.

of(PriceIndex, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.PriceIndexCurveId

Returns an ID for the curve for the specified index.

of(PriceIndex, CurveGroupName) - Static method in class com.opengamma.strata.market.id.PriceIndexCurveId

Returns an ID for the curve for the specified index.

of(StandardId) - Static method in class com.opengamma.strata.market.id.QuoteId

Returns an ID representing a market quote with a field name of FieldName.MARKET_VALUE and a market data feed of MarketDataFeed.NONE.

of(StandardId, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.QuoteId

Returns an ID representing a market quote with a field name of FieldName.MARKET_VALUE.

of(StandardId, MarketDataFeed, FieldName) - Static method in class com.opengamma.strata.market.id.QuoteId

Returns an ID representing a market quote.

of(IborIndex) - Static method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

Obtains an ID used to find swaption volatilities based on Fixed-Ibor swaps.

of(String) - Static method in interface com.opengamma.strata.market.interpolator.CurveExtrapolator

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.market.interpolator.CurveInterpolator

Obtains an instance from the specified unique name.

of(CurveGroupName) - Static method in class com.opengamma.strata.market.key.CurveGroupKey

Returns a key identifying a curve group by name.

of(String) - Static method in class com.opengamma.strata.market.key.CurveGroupKey

Returns a key identifying a curve group by name.

of(CurveGroupName, CurveName) - Static method in class com.opengamma.strata.market.key.CurveInputsKey

Returns an key identifying the input data used when calibrating the specified curve.

of(Currency) - Static method in class com.opengamma.strata.market.key.DiscountCurveKey

Obtains an instance used to find the discount curve associated with a currency.

of(IborIndex) - Static method in class com.opengamma.strata.market.key.IborIndexCurveKey

Obtains an instance used to obtain the forward curve associated with an Ibor index.

of(Index) - Static method in class com.opengamma.strata.market.key.IndexRateKey

Creates a key to obtain the market value associated with an index.

of(Index, FieldName) - Static method in class com.opengamma.strata.market.key.IndexRateKey

Creates a key to obtain a specific field associated with an index.

of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

Creates an instance based on the reference information.

of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

Creates an instance based on the reference information.

of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

Creates an instance based on the reference information.

of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

Creates an instance based on the reference information.

of(Currency) - Static method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

Creates an instance based on a currency.

of(OvernightIndex) - Static method in class com.opengamma.strata.market.key.OvernightIndexCurveKey

Obtains an instance used to obtain the forward curve associated with an Overnight index.

of(PriceIndex) - Static method in class com.opengamma.strata.market.key.PriceIndexCurveKey

Creates a key to obtain the forward curve associated with an index.

of(StandardId) - Static method in class com.opengamma.strata.market.key.QuoteKey

Creates a key to obtain the market value associated with an identifier.

of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.key.QuoteKey

Creates a key to obtain a specific field associated with an identifier.

of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

Returns a key identifying the market data with the specified ID and field name.

of(QuoteKey) - Static method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

Returns a key identifying the same market data as the quote key.

of(IborIndex) - Static method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey

Obtains a key used to find swaption volatilities based on Fixed-Ibor swaps.

of(double) - Static method in class com.opengamma.strata.market.option.DeltaStrike

Obtains an instance of Delta with the value of absolute delta.

of(double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike

Obtains an instance of LogMoneyness with the value of log-moneyness.

of(double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike

Obtains an instance of Moneyness with the value of moneyness.

of(double) - Static method in class com.opengamma.strata.market.option.SimpleStrike

Obtains an instance of Strike with the value of strike.

of(String) - Static method in class com.opengamma.strata.market.option.StrikeType

Obtains an instance from the specified name.

of(SecurityId, ZonedDateTime, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

Obtains an instance based on the security ID.

of(CurrencyPair, Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

Obtains an instance from currency pair, reference currency, reference date and sensitivity value.

of(CurrencyPair, Currency, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

Obtains an instance from currency pair, reference currency, reference date sensitivity currency and sensitivity value.

of(FxIndexObservation, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

Obtains an instance from the observation, reference currency and sensitivity value.

of(FxIndexObservation, Currency, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

Obtains an instance from the observation, reference currency and sensitivity value, specifying the currency of the value.

of(CurrencyPair, ZonedDateTime, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

Obtains an instance based on the currency pair, specifying the sensitivity currency.

of(IborIndex, ZonedDateTime, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

Obtains an instance, specifying sensitivity currency.

of(IborIndex, ZonedDateTime, double, double, double) - Static method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

Obtains an instance based on the index.

of(IborIndex, ZonedDateTime, LocalDate, double, double, double) - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

Obtains an instance based on the index.

of(IborIndex, ZonedDateTime, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

Obtains an instance based on the index, specifying the sensitivity currency.

of(IborIndexObservation, double) - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

Obtains an instance from the observation and sensitivity value.

of(IborIndexObservation, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

Obtains an instance from the observation and sensitivity value, specifying the currency of the value.

of(PriceIndexObservation, double) - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

Obtains an instance from the observation and sensitivity value.

of(PriceIndexObservation, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

Obtains an instance from the observation and sensitivity value, specifying the currency of the value.

of(Currency, LocalDate, LegalEntityGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

Obtains an instance from the curve currency, date, legal entity group and value.

of(ZeroRateSensitivity, LegalEntityGroup) - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

Obtains an instance from zero rate sensitivity and legal entity group.

of(Currency, LocalDate, Currency, LegalEntityGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

Obtains an instance from the curve currency, date, sensitivity currency, legal entity group and value.

of(OvernightIndexObservation, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

Obtains an instance from the observation and sensitivity value.

of(OvernightIndexObservation, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

Obtains an instance from the observation and sensitivity value, specifying the currency of the value.

of(PointSensitivity...) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Obtains an instance from an array of sensitivity entries.

of(List<? extends PointSensitivity>) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Obtains an instance from a list of sensitivity entries.

of(Currency, LocalDate, BondGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

Obtains an instance from the curve currency, date, bond group and value.

of(ZeroRateSensitivity, BondGroup) - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

Obtains an instance from zero rate sensitivity and bond group.

of(Currency, LocalDate, Currency, BondGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

Obtains an instance from the curve currency, date, sensitivity currency, bond group and value.

of(List<SwaptionSabrSensitivity>) - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities

Obtains an instance with the specified sensitivities.

of(SwaptionSabrSensitivity) - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities

Obtains an instance with the specified sensitivity.

of(FixedIborSwapConvention, ZonedDateTime, double, Currency, double, double, double, double) - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Obtains an instance from the specified elements.

of(FixedIborSwapConvention, ZonedDateTime, double, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

Obtains an instance from the specified elements.

of(Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

Obtains an instance from the curve currency, date and value.

of(Currency, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

Obtains an instance from the curve currency, date, sensitivity currency and value.

of(String) - Static method in enum com.opengamma.strata.market.ShiftType

Obtains an instance from the specified unique name.

of(String, double) - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface

Creates a constant surface with a specific value.

of(SurfaceName, double) - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface

Creates a constant surface with a specific value.

of(SurfaceMetadata, double) - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface

Creates a constant surface with a specific value.

of(String) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Creates the metadata.

of(SurfaceName) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Creates the metadata.

of(SurfaceMetadata, DoubleArray, DoubleArray, DoubleArray, GridInterpolator2D) - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Creates an interpolated surface with metadata.

of(double, Strike, CurrencyPair) - Static method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

Creates node metadata using year fraction, strike and currency pair.

of(double, Strike, String, CurrencyPair) - Static method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

Creates node using year fraction, strike, label and currency pair.

of(double, Strike) - Static method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

Creates node metadata using year fraction and strike.

of(double, Strike, String) - Static method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

Creates node using year fraction, strike and label.

of(double, double) - Static method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

Creates node metadata using swap convention, year fraction and strike.

of(double, double, String) - Static method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

Creates node using swap convention, year fraction, strike and label.

of(SurfaceCurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Obtains an instance from a multiple sensitivity entries.

of(List<? extends SurfaceCurrencyParameterSensitivity>) - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Obtains an instance from a list of sensitivity entries.

of(SurfaceMetadata, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Obtains an instance from the surface metadata, currency and sensitivity.

of(String) - Static method in class com.opengamma.strata.market.surface.SurfaceName

Obtains an instance from the specified name.

of(SurfaceUnitParameterSensitivity...) - Static method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities

Obtains an instance from a multiple sensitivity entries.

of(List<? extends SurfaceUnitParameterSensitivity>) - Static method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities

Obtains an instance from a list of sensitivity entries.

of(SurfaceMetadata, DoubleArray) - Static method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity

Obtains an instance from the surface metadata and sensitivity.

of(String) - Static method in class com.opengamma.strata.market.value.BondGroup

Obtains an instance from the specified name.

of(double) - Static method in class com.opengamma.strata.market.value.CdsRecoveryRate

Creates an instance of the recovery rate.

of(String) - Static method in enum com.opengamma.strata.market.value.CompoundedRateType

Obtains an instance from the specified unique name.

of(String) - Static method in class com.opengamma.strata.market.value.LegalEntityGroup

Obtains an instance from the specified name.

of(DoubleArray) - Static method in class com.opengamma.strata.market.value.scenario.QuotesArray

Obtains an instance wrapping a set of quotes.

of(String) - Static method in class com.opengamma.strata.market.ValueType

Obtains an instance from the specified name.

of(Currency, LocalDate, Curve) - Static method in interface com.opengamma.strata.market.view.DiscountFactors

Obtains an instance from a curve.

of(CurrencyPair, FxRateProvider, DiscountFactors, DiscountFactors) - Static method in class com.opengamma.strata.market.view.DiscountFxForwardRates

Obtains an instance based on two discount factors, one for each currency.

of(FxIndex, FxForwardRates) - Static method in class com.opengamma.strata.market.view.DiscountFxIndexRates

Obtains an instance based on discount factors with no historic fixings.

of(FxIndex, FxForwardRates, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.DiscountFxIndexRates

Obtains an instance based on discount factors and historic fixings.

of(IborIndex, DiscountFactors) - Static method in class com.opengamma.strata.market.view.DiscountIborIndexRates

Obtains an instance based on discount factors with no historic fixings.

of(IborIndex, DiscountFactors, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.DiscountIborIndexRates

Obtains an instance based on discount factors and historic fixings.

of(OvernightIndex, DiscountFactors) - Static method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

Obtains an instance based on discount factors with no historic fixings.

of(OvernightIndex, DiscountFactors, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

Obtains an instance based on discount factors and historic fixings.

of(PriceIndex, LocalDate, InterpolatedNodalCurve, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

Obtains an instance based on a curve with no seasonality adjustment.

of(PriceIndex, LocalDate, InterpolatedNodalCurve, LocalDateDoubleTimeSeries, DoubleArray) - Static method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

Obtains an instance based on a curve with seasonality adjustment.

of(IborIndex, LocalDate, Curve) - Static method in interface com.opengamma.strata.market.view.IborIndexRates

Obtains an instance from a forward curve, with an empty time-series of fixings.

of(IborIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.market.view.IborIndexRates

Obtains an instance from a curve and time-series of fixings.

of(DiscountFactors, LegalEntityGroup) - Static method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Obtains an instance based on discount factors and legal entity group.

of(OvernightIndex, LocalDate, Curve) - Static method in interface com.opengamma.strata.market.view.OvernightIndexRates

Obtains an instance from a forward curve, with an empty time-series of fixings.

of(OvernightIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.market.view.OvernightIndexRates

Obtains an instance from a curve and time-series of fixings.

of(DiscountFactors, BondGroup) - Static method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Obtains an instance based on discount factors and bond group.

of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.view.SimpleDiscountFactors

Obtains an instance based on a discount factor curve.

of(IborIndex, LocalDate, Curve) - Static method in class com.opengamma.strata.market.view.SimpleIborIndexRates

Obtains an instance from a curve, with an empty time-series of fixings.

of(IborIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.SimpleIborIndexRates

Obtains an instance from a curve and time-series of fixing.

of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

Obtains an instance based on a zero-rates curve.

of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

Obtains an instance based on a zero-rates curve.

of(InterpolatedNodalSurface, SecurityId, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

Obtains an instance based on a surface.

of(String, List<? extends CalibrationMeasure<? extends ResolvedTrade>>) - Static method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures

Obtains an instance from a list of individual trade-specific measures.

of(String, CalibrationMeasure<? extends ResolvedTrade>...) - Static method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures

Obtains an instance from a list of individual trade-specific measures.

of(double, double, int) - Static method in class com.opengamma.strata.pricer.calibration.CurveCalibrator

Obtains an instance specifying tolerances to use.

of(double, double, int, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.calibration.CurveCalibrator

Obtains an instance specifying tolerances and measures to use.

of(ImmutableRatesProvider, CurveGroupDefinition, ReferenceData) - Static method in class com.opengamma.strata.pricer.calibration.ImmutableRatesProviderGenerator

Obtains a generator from an existing provider and definition.

of(String, Class<R>, ToDoubleBiFunction<R, RatesProvider>, BiFunction<R, RatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure

Obtains a calibrator for a specific type of trade.

of(CurveCalibrator, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator

Obtains an instance, specifying market quotes measures to use and calibrator.

of(String, Class<R>, ToDoubleBiFunction<R, RatesProvider>, BiFunction<R, RatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

Obtains a calibrator for a specific type of trade.

of(NodalSurface, IborIndex, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

Obtains an instance from the implied volatility surface and the date-time for which it is valid.

of(NodalSurface, IborIndex, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

Obtains an instance from the implied volatility surface and the date, time and zone for which it is valid.

of(NodalSurface, IborIndex, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

Obtains an instance from the implied volatility surface and the date-time for which it is valid.

of(NodalSurface, IborIndex, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

Obtains an instance from the implied volatility surface and the date, time and zone for which it is valid.

of(NodalCurve, CurrencyPair, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

Obtains an instance based on a curve.

of(NodalSurface, CurrencyPair, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

Obtains an instance based on a surface.

of(String, List<SmileDeltaParameters>) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

Obtains volatility term structure from a set of smile descriptions.

of(String, List<SmileDeltaParameters>, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

Obtains volatility term structure from a set of smile descriptions with strike interpolator and extrapolators specified.

of(String, List<SmileDeltaParameters>, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

Obtains volatility term structure from a set of smile descriptions with interpolator and extrapolators fully specified.

of(String, DoubleArray, DoubleArray, DoubleMatrix) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

Obtains volatility term structure from expiry times, delta values and volatilities.

of(String, DoubleArray, DoubleArray, DoubleMatrix, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

Obtains volatility term structure from expiry times, delta values and volatilities with strike interpolator and extrapolators specified.

of(String, DoubleArray, DoubleArray, DoubleMatrix, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

Obtains volatility term structure from expiry times, delta values and volatilities with interpolator and extrapolators fully specified.

of(String, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures.

of(String, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures with strike interpolator and extrapolators specified.

of(String, DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures with interpolator and extrapolators fully specified.

of(SmileDeltaParameters, DoubleMatrix) - Static method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities

Obtains an instance.

of(double, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters

Obtains an instance from volatility.

of(double, double, DoubleArray, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters

Obtains an instance from market data at-the-money, delta, risk-reversal and strangle.

of(double, DoubleMatrix) - Static method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities

Obtains an instance.

of(HullWhiteOneFactorPiecewiseConstantParameters, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Obtains an instance from Hull-White model parameters and the date-time for which it is valid.

of(HullWhiteOneFactorPiecewiseConstantParameters, DayCount, LocalDate, LocalTime, ZoneId) - Static method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Obtains an instance from Hull-White model parameters and the date, time and zone for which it is valid.

of(InterpolatedNodalSurface, boolean, IborIndex, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

Obtains an instance based on a surface.

of(MarketData) - Static method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider

Obtains an instance from an underlying set of market data.

of(NodalSurface, FixedIborSwapConvention, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

Obtains an instance from the implied volatility surface and the date-time for which it is valid.

of(NodalSurface, FixedIborSwapConvention, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

Obtains an instance from the implied volatility surface and the date, time and zone for which it is valid.

of(NodalSurface, FixedIborSwapConvention, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

Obtains an instance from the implied volatility surface and the date-time for which it is valid.

of(NodalSurface, FixedIborSwapConvention, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

Obtains an instance from the implied volatility surface and the date, time and zone for which it is valid.

of(SabrInterestRateParameters, FixedIborSwapConvention, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Obtains an instance from the SABR model parameters and the date-time for which it is valid.

of(SabrInterestRateParameters, FixedIborSwapConvention, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Obtains an instance from the SABR model parameters and the date, time and zone for which it is valid.

of(String) - Static method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention

Obtains an instance from the specified unique name.

of(String) - Static method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention

Obtains an instance from the specified unique name.

of(IborCapFloorLeg) - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor

Obtains an instance from a cap/floor leg with no pay leg.

of(IborCapFloorLeg, SwapLeg) - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor

Obtains an instance from a cap/floor leg and a pay leg.

of(ResolvedIborCapFloorLeg) - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

Obtains an instance from a cap/floor leg with no pay leg.

of(ResolvedIborCapFloorLeg, ResolvedSwapLeg) - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

Obtains an instance from a cap/floor leg and a pay leg.

of(CmsLeg) - Static method in class com.opengamma.strata.product.cms.Cms

Obtains an instance from a CMS leg with no pay leg.

of(CmsLeg, SwapLeg) - Static method in class com.opengamma.strata.product.cms.Cms

Obtains an instance from a CMS leg and a pay leg.

of(String) - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType

Obtains the type from a unique name.

of(ResolvedCmsLeg) - Static method in class com.opengamma.strata.product.cms.ResolvedCms

Obtains an instance from a CMS leg with no pay leg.

of(ResolvedCmsLeg, ResolvedSwapLeg) - Static method in class com.opengamma.strata.product.cms.ResolvedCms

Obtains an instance from a CMS leg and a pay leg.

of(String) - Static method in enum com.opengamma.strata.product.common.FutureOptionPremiumStyle

Obtains an instance from the specified unique name.

of(TradeInfo, Cds) - Static method in class com.opengamma.strata.product.credit.CdsTrade

Obtains an instance of a CDS trade.

of(Payment, PeriodicPayments) - Static method in class com.opengamma.strata.product.credit.FeeLeg

Creates a fee leg from the fee and payments.

of(StandardId, int, int) - Static method in class com.opengamma.strata.product.credit.IndexReferenceInformation

Creates an instance.

of(CurrencyAmount, double, DayCount, Frequency, StubConvention, RollConvention) - Static method in class com.opengamma.strata.product.credit.PeriodicPayments

Creates an instance.

of(TradeInfo, ResolvedCds) - Static method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

Obtains an instance of a resolved CDS trade.

of(StandardId, SeniorityLevel, Currency, RestructuringClause) - Static method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

Creates an instance.

of(String) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention

Obtains an instance from the specified unique name.

of(String) - Static method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention

Obtains an instance from the specified unique name.

of(TradeInfo, IborFixingDeposit) - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

Obtains an instance of an Ibor Fixing Deposit trade.

of(TradeInfo, ResolvedIborFixingDeposit) - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

Obtains an instance of a resolved Ibor Fixing Deposit trade.

of(TradeInfo, ResolvedTermDeposit) - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

Obtains an instance of a resolved Term Deposit trade.

of(TradeInfo, TermDeposit) - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade

Obtains an instance of a Term Deposit trade.

of(String) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Obtains an instance from the specified unique name.

of(IborIndex) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Obtains a convention based on the specified index.

of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Obtains a template based on the specified index.

of(Period, IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Obtains a template based on the specified period and index.

of(Period, IborFixingDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Obtains a template based on the specified periods and convention.

of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Obtains a convention based on the specified index.

of(Currency, BusinessDayAdjustment, DayCount, DaysAdjustment) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Obtains a convention based on the specified currency, business day adjustment, day count convention and spot date offset.

of(String) - Static method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Obtains an instance from the specified unique name.

of(Period, TermDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Obtains a template based on the specified period and convention.

of(String) - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod

Obtains an instance from the specified unique name.

of(TradeInfo, Fra) - Static method in class com.opengamma.strata.product.fra.FraTrade

Obtains an instance of a FRA trade.

of(TradeInfo, ResolvedFra) - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade

Obtains an instance of a resolved FRA trade.

of(String) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention

Obtains an instance from the specified unique name.

of(IborIndex) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention

Obtains a convention based on the specified index.

of(Period, IborIndex) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate

Obtains a template based on the specified period and index.

of(Period, Period, FraConvention) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate

Obtains a template based on the specified periods and convention.

of(IborIndex) - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Obtains a convention based on the specified index.

of(TradeInfo, FxNdf) - Static method in class com.opengamma.strata.product.fx.FxNdfTrade

Obtains an instance of a Non-Deliverable Forward (NDF) trade.

of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle

Creates an FxSingle from two amounts and the value date.

of(CurrencyAmount, CurrencyAmount, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSingle

Creates an FxSingle from two amounts and the value date, specifying a date adjustment.

of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle

Creates an FxSingle using a rate.

of(CurrencyAmount, FxRate, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSingle

Creates an FxSingle using a rate, specifying a date adjustment.

of(TradeInfo, FxSingle) - Static method in class com.opengamma.strata.product.fx.FxSingleTrade

Obtains an instance of a foreign exchange trade.

of(FxSingle, FxSingle) - Static method in class com.opengamma.strata.product.fx.FxSwap

Creates an FxSwap from two transactions.

of(TradeInfo, FxSwap) - Static method in class com.opengamma.strata.product.fx.FxSwapTrade

Obtains an instance of an FX swap trade.

of(TradeInfo, ResolvedFxNdf) - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

Obtains an instance of a resolved Non-Deliverable Forward (NDF) trade.

of(Payment, Payment) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Creates an ResolvedFxSingle from two equivalent payments in different currencies.

of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Creates an ResolvedFxSingle from two amounts and the value date.

of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle

Creates an ResolvedFxSingle using a rate.

of(TradeInfo, ResolvedFxSingle) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

Obtains an instance of a resolved single FX trade.

of(ResolvedFxSingle, ResolvedFxSingle) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap

Creates a ResolvedFxSwap from two legs.

of(TradeInfo, ResolvedFxSwap) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

Obtains an instance of a resolved FX swap trade.

of(String) - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Obtains an instance from the specified unique name.

of(Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Obtains a template based on the specified period and convention.

of(Period, Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Obtains a template based on the specified periods and convention.

of(CurrencyPair, DaysAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Obtains a convention based on the specified currency pair and spot date offset.

of(CurrencyPair, DaysAdjustment, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Obtains a convention based on the specified currency pair, spot date offset and adjustment.

of(SecurityInfo) - Static method in class com.opengamma.strata.product.GenericSecurity

Obtains an instance from security information, tick size and tick value.

of(TradeInfo, GenericSecurity, long, double) - Static method in class com.opengamma.strata.product.GenericSecurityTrade

Obtains an instance from trade information, security, quantity and price.

of(String) - Static method in interface com.opengamma.strata.product.index.type.IborFutureConvention

Obtains an instance from the specified unique name.

of(Period, int, IborFutureConvention) - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Obtains a template based on the specified convention.

of(IborIndex, DateSequence) - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Creates a convention based on the specified index and the sequence of dates.

of(TradeInfo, BulletPayment) - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade

Obtains an instance of a Bullet Payment trade.

of(Payment) - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

Obtains an instance of a resolved bullet payment.

of(TradeInfo, ResolvedBulletPayment) - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

Obtains an instance of a resolved Bullet Payment trade.

of(double) - Static method in class com.opengamma.strata.product.rate.FixedRateObservation

Creates an instance.

of(IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing

Creates a IborAveragedFixing from the fixing date with a weight of 1.

of(IborIndexObservation, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing

Creates a IborAveragedFixing from the fixing date with a weight of 1.

of(List<IborAveragedFixing>) - Static method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

Creates an instance from the individual fixings.

of(IborIndex, IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

Creates an instance from two indices and fixing date.

of(IborIndexObservation, IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

Creates an instance from the two underlying index observations.

of(IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.IborRateObservation

Creates an instance from an index and fixing date.

of(IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborRateObservation

Creates an instance from the underlying index observation.

of(PriceIndex, double, YearMonth, double) - Static method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation

Creates an instance from an index, start index value and reference end month.

of(PriceIndex, double, YearMonth) - Static method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation

Creates an instance from an index, start index value and reference end month.

of(PriceIndex, YearMonth, YearMonth, double) - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

Creates an instance from an index, reference start month and reference end month.

of(PriceIndex, YearMonth, YearMonth) - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

Creates an instance from an index, reference start month and reference end month.

of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Creates an instance from an index and accrual period dates

of(OvernightIndex, LocalDate, LocalDate, int, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Creates an instance from an index, accrual period dates and rate cut-off.

of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Creates an instance from an index and period dates

of(OvernightIndex, LocalDate, LocalDate, int, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Creates an instance from an index, period dates and rate cut-off.

of(String) - Static method in class com.opengamma.strata.product.SecurityAttributeType

Obtains an instance from the specified name.

of(String, String) - Static method in class com.opengamma.strata.product.SecurityId

Obtains an instance from a scheme and value.

of(StandardId) - Static method in class com.opengamma.strata.product.SecurityId

Creates an instance from a standard two-part identifier.

of(SecurityId, double, CurrencyAmount) - Static method in class com.opengamma.strata.product.SecurityInfo

Obtains an instance from the identifier, tick size and tick value.

of(SecurityId, SecurityPriceInfo) - Static method in class com.opengamma.strata.product.SecurityInfo

Obtains an instance from the identifier and pricing info.

of(double, CurrencyAmount) - Static method in class com.opengamma.strata.product.SecurityPriceInfo

Obtains an instance from the tick size and tick value.

of(double, CurrencyAmount, int) - Static method in class com.opengamma.strata.product.SecurityPriceInfo

Obtains an instance from the tick size, tick value and contract size.

of(TradeInfo, SecurityId, long, double) - Static method in class com.opengamma.strata.product.SecurityTrade

Obtains an instance from trade information, identifier, quantity and price.

of(String) - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod

Obtains an instance from the specified unique name.

of(double, DayCount) - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation

Obtains a rate calculation for the specified day count and rate.

of(String) - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo

Obtains an instance from the specified unique name.

of(FxIndexObservation, Currency) - Static method in class com.opengamma.strata.product.swap.FxReset

Obtains an instance from the observation and reference currency.

of(String) - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo

Obtains an instance from the specified unique name.

of(String) - Static method in enum com.opengamma.strata.product.swap.IborRateAveragingMethod

Obtains an instance from the specified unique name.

of(IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateCalculation

Obtains a rate calculation for the specified index.

of(String, LocalTime, ZoneId, FixedIborSwapTemplate) - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Obtains an instance from the specified name, time and template.

of(PriceIndex, int, boolean) - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation

Obtains a rate calculation for the specified price index.

of(Payment, SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

Obtains an instance based on a payment and schedule period.

of(String) - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod

Obtains an instance from the specified unique name.

of(LocalDate, CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.NotionalExchange

Creates a NotionalExchange from the date and amount.

of(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule

Obtains an instance with a single amount that does not change over time.

of(Currency, double) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule

Obtains an instance with a single amount that does not change over time.

of(Currency, ValueSchedule) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule

Obtains an instance with a notional amount that can change over time.

of(String) - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod

Obtains an instance from the specified unique name.

of(OvernightIndex) - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Obtains a rate calculation for the specified index with accrual by compounding.

of(String) - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo

Obtains an instance from the specified unique name.

of(ResolvedSwapLeg...) - Static method in class com.opengamma.strata.product.swap.ResolvedSwap

Creates a swap from one or more swap legs.

of(TradeInfo, ResolvedSwap) - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

Obtains an instance of a resolved Swap trade.

of(SwapLeg...) - Static method in class com.opengamma.strata.product.swap.Swap

Creates a swap from one or more swap legs.

of(List<SwapLeg>) - Static method in class com.opengamma.strata.product.swap.Swap

Creates a swap from one or more swap legs.

of(String) - Static method in interface com.opengamma.strata.product.swap.SwapIndex

Obtains an instance from the specified unique name.

of(String) - Static method in enum com.opengamma.strata.product.swap.SwapLegType

Obtains the type from a unique name.

of(TradeInfo, Swap) - Static method in class com.opengamma.strata.product.swap.SwapTrade

Obtains an instance of a Swap trade.

of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Obtains an instance from the specified unique name.

of(Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Obtains a template based on the specified tenor and convention.

of(Period, Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Creates a template based on the specified period, tenor and convention.

of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Obtains an instance from the specified unique name.

of(Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Obtains a template based on the specified tenor and convention.

of(Period, Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Obtains a template based on the specified period, tenor and convention.

of(Currency, DayCount, Frequency, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Obtains a convention based on the specified parameters.

of(String) - Static method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Obtains an instance from the specified unique name.

of(Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Obtains a template based on the specified tenor and convention.

of(Period, Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Obtains a template based on the specified period, tenor and convention.

of(IborIndex) - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Obtains a convention based on the specified index.

of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, FixedRateSwapLegConvention, OvernightRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(String, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Obtains a convention based on the specified name and leg conventions.

of(OvernightIndex, Frequency, int) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Obtains a convention based on the specified index, using the 'Compounded' accrual method.

of(OvernightIndex, Frequency, int, OvernightAccrualMethod) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Creates a convention based on the specified index, specifying the accrual method.

of(String) - Static method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Obtains an instance from the specified unique name.

of(Tenor, ThreeLegBasisSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Obtains a template based on the specified tenor and convention.

of(Period, Tenor, ThreeLegBasisSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Creates a template based on the specified period, tenor and convention.

of(String) - Static method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Obtains an instance from the specified unique name.

of(Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Obtains a template based on the specified tenor and convention.

of(Period, Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Obtains a template based on the specified period, tenor and convention.

of(TradeInfo, ResolvedSwaption, Payment) - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

Obtains an instance of a resolved Swaption trade.

of(String) - Static method in enum com.opengamma.strata.product.swaption.SettlementType

Obtains an instance from the specified unique name.

of(TradeInfo, Swaption, Payment) - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade

Obtains an instance of a Swaption trade.

of(String) - Static method in class com.opengamma.strata.product.TradeAttributeType

Obtains an instance from the specified name.

of(LocalDate) - Static method in class com.opengamma.strata.product.TradeInfo

Obtains an instance with the specified trade date.

of(Result<?>, List<String>) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Creates the result of evaluating a token against an object.

of(FormatCategory, ValueFormatter<T>) - Static method in class com.opengamma.strata.report.framework.format.FormatSettings

Obtains settings from category and formatter.

of(LocalDate, List<Trade>, List<Column>, Results) - Static method in class com.opengamma.strata.report.ReportCalculationResults

Obtains an instance from the valuation date, trades, columns and results.

of(LocalDate, List<Trade>, List<Column>, Results, ReferenceData) - Static method in class com.opengamma.strata.report.ReportCalculationResults

Obtains an instance from the valuation date, trades, columns, results and reference data.

of(Column...) - Static method in class com.opengamma.strata.report.ReportRequirements

Obtains an instance from the columns.

of(List<Column>) - Static method in class com.opengamma.strata.report.ReportRequirements

Obtains an instance from the columns.

of(ReportCalculationResults, TradeReportTemplate) - Static method in class com.opengamma.strata.report.trade.TradeReport

Returns a new trade report.

ofArrayObjects(int, int, IntFunction<DoubleArray>) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance with entries filled using a function.

ofArrays(int, int, IntFunction<double[]>) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance with entries filled using a function.

ofBus252(HolidayCalendarId) - Static method in interface com.opengamma.strata.basics.date.DayCount

Obtains an instance of the 'Bus/252' day count based on a specific calendar.

ofBusinessDays(int, HolidayCalendarId) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment

Obtains an instance that can adjust a date by a specific number of business days.

ofBusinessDays(int, HolidayCalendarId, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment

Obtains an instance that can adjust a date by a specific number of business days.

ofBuy(boolean) - Static method in enum com.opengamma.strata.basics.BuySell

Converts a boolean "is buy" flag to the enum value.

ofCalendarDays(int) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment

Obtains an instance that can adjust a date by a specific number of calendar days.

ofCalendarDays(int, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment

Obtains an instance that can adjust a date by a specific number of calendar days.

ofChildren(String, List<XmlElement>) - Static method in class com.opengamma.strata.collect.io.XmlElement

Obtains an instance with children and no attributes.

ofChildren(String, Map<String, String>, List<XmlElement>) - Static method in class com.opengamma.strata.collect.io.XmlElement

Obtains an instance with children and attributes.

ofClasspath(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator

Creates a resource from a fully qualified resource name.

ofClasspathUrl(URL) - Static method in class com.opengamma.strata.collect.io.ResourceLocator

Creates a resource from a URL.

ofClosed(LocalDate, LocalDate) - Static method in class com.opengamma.strata.collect.range.LocalDateRange

Obtains a closed range of dates, including the start and end.

ofContent(String, String) - Static method in class com.opengamma.strata.collect.io.XmlElement

Obtains an instance with content and no attributes.

ofContent(String, Map<String, String>, String) - Static method in class com.opengamma.strata.collect.io.XmlElement

Obtains an instance with content and attributes.

ofCurrencyMinorUnit(Currency) - Static method in class com.opengamma.strata.product.SecurityPriceInfo

Obtains an instance from the currency.

ofCurves(CurveGroupDefinition, Curve...) - Static method in class com.opengamma.strata.market.curve.CurveGroup

Creates a curve group using a curve group definition and some existing curves.

ofCurves(CurveGroupDefinition, Collection<? extends Curve>) - Static method in class com.opengamma.strata.market.curve.CurveGroup

Creates a curve group using a curve group definition and a list of existing curves.

ofDayOfMonth(int) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention

Obtains an instance from the day-of-month.

ofDayOfWeek(DayOfWeek) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention

Obtains an instance from the day-of-week.

ofDays(int) - Static method in class com.opengamma.strata.basics.date.Tenor

Obtains an instance backed by a period of days.

ofDays(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency

Obtains an instance backed by a period of days.

ofDaysInResetPeriod(IborIndexObservation, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing

Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.

ofDaysInResetPeriod(IborIndexObservation, LocalDate, LocalDate, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing

Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.

ofDecimalPlaces(int) - Static method in class com.opengamma.strata.basics.value.HalfUpRounding

Obtains an instance that rounds to the specified number of decimal places.

ofDecimalPlaces(int) - Static method in interface com.opengamma.strata.basics.value.Rounding

Obtains an instance that rounds to the specified number of decimal places.

ofDeltaAmount(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment

Obtains an instance specifying an amount to add to the base value.

ofDeltaMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment

Obtains an instance specifying a multiplication factor, adding it to the base value.

ofFile(File) - Static method in class com.opengamma.strata.collect.io.ResourceLocator

Creates a resource from a File.

ofFixedRate(double) - Static method in class com.opengamma.strata.product.swap.StubCalculation

Obtains an instance with a single fixed rate.

ofForecastValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow

Creates a CashFlow representing a single cash flow from payment date, forecast value and discount factor.

ofForecastValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow

Creates a CashFlow representing a single cash flow from payment date, forecast value amount, discount factor and currency.

ofForwardPoints(CurrencyAmount, FxRate, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSwap

Creates an FxSwap using forward points.

ofForwardPoints(CurrencyAmount, FxRate, double, LocalDate, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSwap

Creates an FxSwap using forward points, specifying a date adjustment.

ofForwardPoints(CurrencyAmount, Currency, double, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap

Creates a ResolvedFxSwap using forward points.

ofFractionalDecimalPlaces(int, int) - Static method in class com.opengamma.strata.basics.value.HalfUpRounding

Obtains an instance from the number of decimal places and fraction.

ofFractionalDecimalPlaces(int, int) - Static method in interface com.opengamma.strata.basics.value.Rounding

Obtains an instance from the number of decimal places and fraction.

ofIborInterpolatedRate(IborIndex, IborIndex) - Static method in class com.opengamma.strata.product.swap.StubCalculation

Obtains an instance with linear interpolation of two floating rates.

ofIborRate(IborIndex) - Static method in class com.opengamma.strata.product.swap.StubCalculation

Obtains an instance with a single floating rate.

ofLastBusinessDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment

Obtains an instance that can adjust a date by the specified period using the last business day of month convention.

ofLastBusinessDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment

Obtains an instance that can adjust a date by the specified tenor using the last business day of month convention.

ofLastDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment

Obtains an instance that can adjust a date by the specified period using the last day of month convention.

ofLastDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment

Obtains an instance that can adjust a date by the specified tenor using the last day of month convention.

ofLong(boolean) - Static method in enum com.opengamma.strata.basics.LongShort

Converts a boolean "is long" flag to the enum value.

ofMappings(List<? extends PerturbationMapping<?>>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

Returns a scenario definition containing the perturbations in mappings.

ofMappings(PerturbationMapping<?>...) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

Returns a scenario definition containing the perturbations in mappings.

ofMappings(List<? extends PerturbationMapping<?>>, List<String>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

Returns a scenario definition containing the perturbations in mappings.

ofMonths(int) - Static method in class com.opengamma.strata.basics.date.Tenor

Obtains an instance backed by a period of months.

ofMonths(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency

Obtains an instance backed by a period of months.

ofMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment

Obtains an instance specifying a multiplication factor to apply to the base value.

ofMultiThreaded() - Static method in interface com.opengamma.strata.calc.CalculationRunner

Creates a standard multi-threaded calculation runner capable of performing calculations.

ofMultiThreaded() - Static method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner

Creates a standard multi-threaded calculation task runner capable of performing calculations.

ofNullable(R, FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result

Returns a success result containing the value if it is non-null, else returns a failure result with the specified reason and message.

ofNullable(R) - Static method in class com.opengamma.strata.collect.result.Result

Returns a success result containing the value if it is non-null, else returns a failure result with a reason of FailureReason.MISSING_DATA and message to say an unexpected null was found.

ofPair(Pair<Double, Double>) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair

Obtains an instance from a Pair.

ofPair(Pair<Integer, Double>) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair

Obtains an instance from a Pair.

ofPair(Pair<Long, Double>) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair

Obtains an instance from a Pair.

ofPair(Pair<A, Double>) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Obtains an instance from a Pair.

ofPair(Pair<A, Integer>) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair

Obtains an instance from a Pair.

ofPay(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment

Obtains an instance representing an amount to be paid.

ofPay(boolean) - Static method in enum com.opengamma.strata.basics.PayReceive

Converts a boolean "is pay" flag to the enum value.

ofPeriod(OvernightIndexObservation, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

Obtains an instance for a period observation of the index from the observation and sensitivity value.

ofPeriod(OvernightIndexObservation, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

Obtains an instance for a period observation of the index from the observation and sensitivity value, specifying the currency of the value.

ofPresentValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow

Creates a CashFlow representing a single cash flow from payment date, present value and discount factor.

ofPresentValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow

Creates a CashFlow representing a single cash flow from payment date, present value amount, discount factor and currency.

ofPut(boolean) - Static method in enum com.opengamma.strata.basics.PutCall

Converts a boolean "is put" flag to the enum value.

ofReceive(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment

Obtains an instance representing an amount to be received.

ofReplace(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment

Obtains an instance that replaces the base value.

ofScenarioValue(ScenarioMarketDataValue<T>) - Static method in interface com.opengamma.strata.basics.market.MarketDataBox

Obtains an instance containing a scenario market data value with data for multiple scenarios.

ofScenarioValues(T...) - Static method in interface com.opengamma.strata.basics.market.MarketDataBox

Obtains an instance containing a scenario market data value with data for multiple scenarios.

ofScenarioValues(List<T>) - Static method in interface com.opengamma.strata.basics.market.MarketDataBox

Obtains an instance containing a scenario market data value with data for multiple scenarios.

ofSignedAmount(double) - Static method in enum com.opengamma.strata.basics.PayReceive

Converts a signed amount to the enum value.

ofSingleValue(T) - Static method in interface com.opengamma.strata.basics.market.MarketDataBox

Obtains an instance containing a single market data value that is used in all scenarios.

ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike

Obtains an instance of LogMoneyness from the strike and forward.

ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike

Obtains an instance of Moneyness from the strike and forward.

ofTargetTypes(MarketDataMappings, Class<? extends CalculationTarget>...) - Static method in interface com.opengamma.strata.calc.config.MarketDataRules

Returns set a of market data rules matching any target which is an instance of any of the target types.

ofTerm(SchedulePeriod) - Static method in class com.opengamma.strata.basics.schedule.Schedule

Obtains a 'Term' instance based on a single period.

ofUnsafe(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray

Obtains an instance by wrapping an array.

ofUnsafe(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix

Obtains an instance by wrapping a double[][].

ofWeeks(int) - Static method in class com.opengamma.strata.basics.date.Tenor

Obtains an instance backed by a period of weeks.

ofWeeks(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency

Obtains an instance backed by a period of weeks.

ofYears(int) - Static method in class com.opengamma.strata.basics.date.Tenor

Obtains an instance backed by a period of years.

ofYears(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency

Obtains an instance backed by a period of years.

onClose(Runnable) - Method in class com.opengamma.strata.collect.MapStream

ONE_ONE - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '1/1' day count, which always returns a day count of 1.

openListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Opens a list entry to be populated.

or(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate

Returns a new predicate that returns true if either predicates returns true.

or(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate

Returns a new predicate that returns true if either predicates returns true.

or(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate

Returns a new predicate that returns true if either predicates returns true.

order() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

The meta-property for the order property.

orderedResources(String) - Static method in class com.opengamma.strata.collect.io.ResourceConfig

Obtains an ordered list of resource locators.

outputCurrencies(Set<Currency>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

Sets the currencies used in the calculation results.

outputCurrencies(Currency...) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

Sets the outputCurrencies property in the builder from an array of objects.

outputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta

The meta-property for the outputCurrencies property.

outputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

The meta-property for the outputCurrencies property.

overlaps(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange

Checks if this range overlaps any dates in the specified range.

OvernightAccrualMethod - Enum in com.opengamma.strata.product.swap

The method of accruing interest based on an Overnight index.

OvernightAveragedRateObservation - Class in com.opengamma.strata.product.rate

Defines the observation of a rate from a single Overnight index that is averaged daily.

OvernightAveragedRateObservation.Builder - Class in com.opengamma.strata.product.rate

The bean-builder for OvernightAveragedRateObservation.

OvernightAveragedRateObservation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for OvernightAveragedRateObservation.

OvernightCompoundedRateObservation - Class in com.opengamma.strata.product.rate

Defines the observation of a rate from a single Overnight index that is compounded daily.

OvernightCompoundedRateObservation.Builder - Class in com.opengamma.strata.product.rate

The bean-builder for OvernightCompoundedRateObservation.

OvernightCompoundedRateObservation.Meta - Class in com.opengamma.strata.product.rate

The meta-bean for OvernightCompoundedRateObservation.

OvernightIndex - Interface in com.opengamma.strata.basics.index

An Overnight index, such as Sonia or Eonia.

overnightIndexCurve(OvernightIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds an Overnight index forward curve to the provider.

overnightIndexCurve(OvernightIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds an index forward curve to the provider with associated time-series.

OvernightIndexCurveId - Class in com.opengamma.strata.market.id

A market data ID identifying the forward curve for an OvernightIndex.

OvernightIndexCurveId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for OvernightIndexCurveId.

OvernightIndexCurveKey - Class in com.opengamma.strata.market.key

Market data key identifying the forward curve for an Overnight index.

OvernightIndexCurveKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for OvernightIndexCurveKey.

OvernightIndexCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping

Market data mapping that accepts a OvernightIndexCurveKey and returns a OvernightIndexCurveId with the name of the curve group that is the source of the curve.

OvernightIndexCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping

The meta-bean for OvernightIndexCurveMapping.

OvernightIndexCurveMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve

Market data function that builds a Curve representing the forward curve of an Overnight index.

OvernightIndexCurveMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.OvernightIndexCurveMarketDataFunction

OvernightIndexObservation - Class in com.opengamma.strata.basics.index

Information about a single observation of an Overnight index.

OvernightIndexObservation.Builder - Class in com.opengamma.strata.basics.index

The bean-builder for OvernightIndexObservation.

OvernightIndexObservation.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for OvernightIndexObservation.

OvernightIndexRates - Interface in com.opengamma.strata.market.view

Provides access to rates for an Overnight index.

overnightIndexRates(OvernightIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

overnightIndexRates(OvernightIndex) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider

overnightIndexRates(OvernightIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the rates for an Overnight index.

OvernightIndices - Class in com.opengamma.strata.basics.index

Constants and implementations for standard Overnight rate indices.

OvernightRateCalculation - Class in com.opengamma.strata.product.swap

Defines the calculation of a floating rate swap leg based on an Overnight index.

OvernightRateCalculation.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for OvernightRateCalculation.

OvernightRateCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for OvernightRateCalculation.

OvernightRateSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to a rate from an Overnight index curve.

OvernightRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for OvernightRateSensitivity.

OvernightRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type

A market convention for the floating leg of rate swap trades based on an Overnight index.

OvernightRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for OvernightRateSwapLegConvention.

OvernightRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for OvernightRateSwapLegConvention.

overrideStartDate(AdjustableDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional start date of the first schedule period, overriding normal schedule generation.

overrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the overrideStartDate property.

P

P12M - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 12 months (1 year).

P13W - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 13 weeks (91 days).

P1D - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of one day.

P1M - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 1 month.

P1W - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 1 week (7 days).

P26W - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 26 weeks (182 days).

P2M - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 2 months.

P2W - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 2 weeks (14 days).

P3M - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 3 months.

P4M - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 4 months.

P4W - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 4 weeks (28 days).

P52W - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 52 weeks (364 days).

P6M - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency of 6 months.

pair() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

The meta-property for the pair property.

pair() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta

The meta-property for the pair property.

pair() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta

The meta-property for the pair property.

pair() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta

The meta-property for the pair property.

Pair<A,B> - Class in com.opengamma.strata.collect.tuple

An immutable pair consisting of two elements.

Pair.Meta<A,B> - Class in com.opengamma.strata.collect.tuple

The meta-bean for Pair.

pairsToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix

Creates a Collector that allows a collection of pairs each containing a currency pair and a rate to be streamed and collected into a new FxMatrix.

pairsToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable map from a stream containing pairs.

PAR_RATE - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the par rate of the calculation target.

PAR_SPREAD - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the par spread of the calculation target.

PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.CalibrationMeasures

The par spread instance, which is the default used in curve calibration.

parallel() - Method in class com.opengamma.strata.collect.MapStream

ParallelShiftedCurve - Class in com.opengamma.strata.market.curve.perturb

A curve with a parallel shift applied to its y-values.

ParallelShiftedCurve.Meta - Class in com.opengamma.strata.market.curve.perturb

The meta-bean for ParallelShiftedCurve.

parallelShiftParRatesinBps(double) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

Applies a parallel shift to all the nodes.

parallelShiftParRatesinBps(double) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

Applies a parallel shift to all the nodes.

parameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

The meta-property for the parameterCount property.

parameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the parameterMetadata property.

parameterMetadata(List<? extends CurveParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the metadata about the parameters.

parameterMetadata(CurveParameterMetadata...) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the parameterMetadata property in the builder from an array of objects.

parameterMetadata(List<? extends SurfaceParameterMetadata>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

Sets the metadata about the parameters.

parameterMetadata(SurfaceParameterMetadata...) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

Sets the parameterMetadata property in the builder from an array of objects.

parameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the parameterMetadata property.

parameters(NodalSurface) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

Sets the log-normal volatility surface.

parameters() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta

The meta-property for the parameters property.

parameters() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

The meta-property for the parameters property.

parameters(InterpolatedNodalSurface) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

Sets the normal volatility surface.

parameters() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

The meta-property for the parameters property.

parameters() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the parameters property.

parameterSensitivity(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveInterpolator

Computes the sensitivity of the y-value with respect to the curve parameters.

parRate(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the par rate of the expanded CDS product.

parRate(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Calculates the deposit fair rate given the start and end time and the accrual factor.

parRate(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Calculates the deposit fair rate given the start and end time and the accrual factor.

parRate(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the par rate of the FRA product.

parRate(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Calculates the par rate of the Ibor future product.

parRate(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Computes the par rate for swaps with a fixed leg.

parRates() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

The meta-property for the parRates property.

parRates() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

The meta-property for the parRates property.

parRateSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Calculates the deposit fair rate sensitivity to the curves.

parRateSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Calculates the par rate curve sensitivity.

parRateSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the par rate curve sensitivity of the FRA product.

parRateSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the par rate curve sensitivity for a swap with a fixed leg.

parse(String) - Static method in class com.opengamma.strata.basics.currency.Currency

Parses a string to obtain a Currency.

parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount

Parses the string to produce a CurrencyAmount.

parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair

Parses a currency pair from a string with format AAA/BBB.

parse(String) - Static method in class com.opengamma.strata.basics.currency.FxRate

Parses a rate from a string with format AAA/BBB RATE.

parse(String) - Static method in class com.opengamma.strata.basics.date.Tenor

Parses a formatted string representing the tenor.

parse(String) - Static method in class com.opengamma.strata.basics.location.Country

Parses a string to obtain a Country.

parse(String) - Static method in class com.opengamma.strata.basics.market.StandardId

Parses an StandardId from a formatted scheme and value.

parse(String) - Static method in class com.opengamma.strata.basics.schedule.Frequency

Parses a formatted string representing the frequency.

parse(String) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair

Parses a DoublesPair from the standard string format.

parse(String) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair

Parses an IntDoublePair from the standard string format.

parse(String) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair

Parses a LongDoublePair from the standard string format.

parse(String) - Static method in class com.opengamma.strata.product.SecurityId

Parses an StandardId from a formatted scheme and value.

parseAdjustableDate(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'AdjustableDate' to an AdjustableDate.

parseAdjustedRelativeDateOffset(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'AdjustedRelativeDateOffset' to a resolved LocalDate.

parseBusinessCenter(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'BusinessCenter' to a HolidayCalendar.

parseBusinessCenters(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'BusinessCentersOrReference.model' to a HolidayCalendar.

parseBusinessDayAdjustments(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'BusinessDayAdjustments' to a BusinessDayAdjustment.

parseBuyerSeller(XmlElement, TradeInfoBuilder) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'BuyerSeller.model' to a BuySell.

parseCurrency(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'Currency' to a Currency.

parseCurrencyAmount(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'Money' to a CurrencyAmount.

parseDate(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'date' to a LocalDate.

parseDayCountFraction(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'DayCountFraction' to a DayCount.

parseDecimal(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'decimal' to a double.

parseFrequency(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML frequency to a Frequency.

parseIndex(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'FloatingRateIndex.model' to an Index.

parseIndexes(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'FloatingRateIndex' with multiple tenors to an Index.

parseIndexTenor(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'FloatingRateIndex' tenor to a Tenor.

parsePayerReceiver(XmlElement, TradeInfoBuilder) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'PayerReceiver.model' to a PayReceive.

parsePeriod(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'Period' to a Period.

parsePriceIndex(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'FloatingRateIndex.model' to a PriceIndex.

parseRelativeDateOffsetDays(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'RelativeDateOffset' to a DaysAdjustment.

parseTime(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Converts an FpML 'hourMinuteTime' to a LocalTime.

parseToken(String) - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType

Parses a string into the corresponding root type.

parseTrade(FpmlDocument, XmlElement) - Method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin

Parses a single FpML format trade.

parseTrade(FpmlDocument, LocalDate, ListMultimap<String, StandardId>) - Method in interface com.opengamma.strata.loader.fpml.FpmlTradeInfoParserPlugin

Parses trade information from the FpML document.

parseTradeInfo(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Parses the trade header element.

parseTrades(ByteSource) - Method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser

Parses FpML from the specified source, extracting the trades.

parseTrades(XmlElement, Map<String, XmlElement>) - Method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser

Parses the FpML document extracting the trades.

parSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the par spread of the bond future trade.

parSpread(LocalDate, ResolvedCds, NodalCurve, NodalCurve, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper

Calculate par spread on the specified valuation date.

parSpread(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Calculates the spread to be added to the deposit rate to have a zero present value.

parSpread(ResolvedIborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Calculates the spread to be added to the deposit rate to have a zero present value.

parSpread(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Calculates the spread to be added to the deposit rate to have a zero present value.

parSpread(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the par spread of the FRA product.

parSpread(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

The par spread is the spread that should be added to the FX points to have a zero value.

parSpread(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Calculates the par spread.

parSpread(ResolvedIborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Calculates the par spread of the Ibor future trade.

parSpread(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the par spread of the Ibor future trade.

parSpread(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Computes the par spread for swaps.

parSpreadSensitivity(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the par spread sensitivity of the bond future trade.

parSpreadSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Calculates the par spread curve sensitivity.

parSpreadSensitivity(ResolvedIborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Calculates the par spread curve sensitivity.

parSpreadSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Calculates the par spread curve sensitivity.

parSpreadSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the par spread curve sensitivity of the FRA product.

parSpreadSensitivity(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Calculates the par spread sensitivity to the curves.

parSpreadSensitivity(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Calculates the par spread sensitivity of the Ibor future trade.

parSpreadSensitivity(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the par spread sensitivity of the Ibor future trade.

parSpreadSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the par spread curve sensitivity for a swap.

parSpreadSensitivityWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the par spread sensitivity of the bond future trade with z-spread.

parSpreadWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the par spread of the bond future trade with z-spread.

partition(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Partition the time-series into a pair of distinct series using a predicate.

partitionByValue(DoublePredicate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Partition the time-series into a pair of distinct series using a predicate.

PAY_OFF_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The pay-off rate, which includes adjustments like weighting, spread and gearing.

PAY_RECEIVE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

Whether the entry is being paid or received.

payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets whether the accrued premium is paid in the event of a default.

payAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the payAccruedOnDefault property.

payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets whether the accrued premium is paid in the event of a default.

payAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the payAccruedOnDefault property.

payAccruedOnDefault - Variable in class com.opengamma.strata.product.credit.ResolvedCds

Whether the accrued premium is paid in the event of a default.

payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets whether the accrued premium is paid in the event of a default.

payAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the payAccruedOnDefault property.

payLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta

The meta-property for the payLeg property.

payLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta

The meta-property for the payLeg property.

payLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta

The meta-property for the payLeg property.

payLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta

The meta-property for the payLeg property.

Payment - Class in com.opengamma.strata.basics.currency

A single payment of a known amount on a specific date.

payment(Payment) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder

Sets the payment to be made.

payment() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta

The meta-property for the payment property.

payment(Payment) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

Sets the payment.

payment() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

The meta-property for the payment property.

Payment.Builder - Class in com.opengamma.strata.basics.currency

The bean-builder for Payment.

Payment.Meta - Class in com.opengamma.strata.basics.currency

The meta-bean for Payment.

PAYMENT_CURRENCY - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The currency of the payment.

PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The payment date, adjusted to be a valid business day if necessary.

PAYMENT_EVENTS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of payment events.

PAYMENT_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of payment periods.

paymentAmount(CurrencyAmount) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder

Sets the amount of the notional exchange.

paymentAmount() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

The meta-property for the paymentAmount property.

paymentBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.

paymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the paymentBusinessDayAdjustment property.

paymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

The meta-property for the paymentDate property.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the date that payment occurs.

paymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the paymentDate property.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the date that payment occurs.

paymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the paymentDate property.

paymentDate(AdjustableDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the payment date.

paymentDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the paymentDate property.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the date that payment occurs.

paymentDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the paymentDate property.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

Sets the date that the forward settles.

paymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

The meta-property for the paymentDate property.

paymentDate() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

The meta-property for the paymentDate property.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

Sets the date that the forward settles.

paymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

The meta-property for the paymentDate property.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

Sets the date that the payment is made.

paymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

The meta-property for the paymentDate property.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder

Sets the date that the payment is made.

paymentDate() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

The meta-property for the paymentDate property.

paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

Sets the date that payment occurs.

paymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

The meta-property for the paymentDate property.

paymentDateAdjustment() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

The meta-property for the paymentDateAdjustment property.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

Sets the offset of payment from the base calculation period date, defaulted to 'None'.

paymentDateOffset() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

The meta-property for the paymentDateOffset property.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the offset of payment from the base calculation period date.

paymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the paymentDateOffset property.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the offset of the payment date from the start date, optional with defaulting getter.

paymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the paymentDateOffset property.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

Sets the offset of payment from the base calculation period date.

paymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

The meta-property for the paymentDateOffset property.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the offset of payment from the base date, optional with defaulting getter.

paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the paymentDateOffset property.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the offset of payment from the base date, optional with defaulting getter.

paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the paymentDateOffset property.

paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the offset of payment from the base date, optional with defaulting getter.

paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the paymentDateOffset property.

PaymentEvent - Interface in com.opengamma.strata.product.swap

A payment event, where a single payment is made between two counterparties.

PaymentEventPricer<T extends PaymentEvent> - Interface in com.opengamma.strata.pricer.swap

Pricer for payment events.

paymentEvents(List<PaymentEvent>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the additional payment events that are associated with the swap leg.

paymentEvents(PaymentEvent...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the paymentEvents property in the builder from an array of objects.

paymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the paymentEvents property.

paymentEvents(List<? extends PaymentEvent>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

Sets the payment events that are associated with the swap leg.

paymentEvents(PaymentEvent...) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

Sets the paymentEvents property in the builder from an array of objects.

paymentEvents() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

The meta-property for the paymentEvents property.

paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

Sets the periodic frequency defining when payments are made.

paymentFrequency() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

The meta-property for the paymentFrequency property.

paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the payment frequency.

paymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the paymentFrequency property.

paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

Sets the periodic frequency of payments.

paymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

The meta-property for the paymentFrequency property.

paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the periodic frequency of payments, optional with defaulting getter.

paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the paymentFrequency property.

paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the periodic frequency of payments, optional with defaulting getter.

paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the paymentFrequency property.

paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the periodic frequency of payments, optional with defaulting getter.

paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the paymentFrequency property.

paymentInterval(Period) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the nominal period between premium payments, such as 3 months or 6 months.

paymentInterval() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the paymentInterval property.

paymentInterval - Variable in class com.opengamma.strata.product.credit.ResolvedCds

The nominal period between premium payments, such as 3 months or 6 months.

PaymentPeriod - Interface in com.opengamma.strata.product.swap

A period over which interest is accrued with a single payment.

PaymentPeriodPricer<T extends PaymentPeriod> - Interface in com.opengamma.strata.pricer.swap

Pricer for payment periods.

paymentPeriods(List<RatePaymentPeriod>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the payment periods that combine to form the swap leg.

paymentPeriods(RatePaymentPeriod...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the paymentPeriods property in the builder from an array of objects.

paymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the paymentPeriods property.

paymentPeriods(List<? extends PaymentPeriod>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

Sets the payment periods that combine to form the swap leg.

paymentPeriods(PaymentPeriod...) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

Sets the paymentPeriods property in the builder from an array of objects.

paymentPeriods() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

The meta-property for the paymentPeriods property.

PaymentRelativeTo - Enum in com.opengamma.strata.product.swap

The base date that each payment is made relative to.

paymentRelativeTo(PaymentRelativeTo) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

Sets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.

paymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

The meta-property for the paymentRelativeTo property.

paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

Sets the periodic payment schedule.

paymentSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

The meta-property for the paymentSchedule property.

paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets the periodic payment schedule.

paymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the paymentSchedule property.

paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

Sets the payment period schedule.

paymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the paymentSchedule property.

PaymentSchedule - Class in com.opengamma.strata.product.swap

Defines the schedule of payment dates relative to the accrual periods.

paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

Sets the payment schedule.

paymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the paymentSchedule property.

PaymentSchedule.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for PaymentSchedule.

PaymentSchedule.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for PaymentSchedule.

PayReceive - Enum in com.opengamma.strata.basics

Flag indicating whether a financial instrument is "pay" or "receive".

payReceive(PayReceive) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Sets whether the leg is pay or receive.

payReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

The meta-property for the payReceive property.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

Sets whether the leg is pay or receive.

payReceive() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

The meta-property for the payReceive property.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

Sets whether the leg is pay or receive.

payReceive() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta

The meta-property for the payReceive property.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

Sets whether the leg is pay or receive.

payReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

The meta-property for the payReceive property.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

Sets whether the leg is pay or receive.

payReceive() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta

The meta-property for the payReceive property.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

Sets whether the payment is to be paid or received.

payReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

The meta-property for the payReceive property.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

Sets whether the leg is pay or receive.

payReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the payReceive property.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

Sets whether the leg is pay or receive.

payReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the payReceive property.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets whether the leg is pay or receive.

payReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the payReceive property.

payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

Sets whether the leg is pay or receive.

payReceive() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

The meta-property for the payReceive property.

peek(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

PEN - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'PEN' - Peruvian Nuevo Sol.

period(Period) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

Sets the period to be added.

period() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

The meta-property for the period property.

PeriodAdditionConvention - Interface in com.opengamma.strata.basics.date

A convention defining how a period is added to a date.

PeriodAdditionConventions - Class in com.opengamma.strata.basics.date

Constants and implementations for standard period addition conventions.

PeriodAdjustment - Class in com.opengamma.strata.basics.date

An adjustment that alters a date by adding a period of calendar days, months and years.

PeriodAdjustment.Builder - Class in com.opengamma.strata.basics.date

The bean-builder for PeriodAdjustment.

PeriodAdjustment.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for PeriodAdjustment.

periodicPayments(List<CapitalIndexedBondPaymentPeriod>) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the periodic payments of the product.

periodicPayments(CapitalIndexedBondPaymentPeriod...) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the periodicPayments property in the builder from an array of objects.

periodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the periodicPayments property.

periodicPayments(List<FixedCouponBondPaymentPeriod>) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the periodic payments of the product.

periodicPayments(FixedCouponBondPaymentPeriod...) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the periodicPayments property in the builder from an array of objects.

periodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the periodicPayments property.

periodicPayments(PeriodicPayments) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder

Sets the periodic schedule of payments.

periodicPayments() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta

The meta-property for the periodicPayments property.

PeriodicPayments - Class in com.opengamma.strata.product.credit

Specifies a periodic schedule of fixed amounts

PeriodicPayments.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for PeriodicPayments.

PeriodicPayments.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for PeriodicPayments.

PeriodicSchedule - Class in com.opengamma.strata.basics.schedule

Definition of a periodic schedule.

PeriodicSchedule.Builder - Class in com.opengamma.strata.basics.schedule

The bean-builder for PeriodicSchedule.

PeriodicSchedule.Meta - Class in com.opengamma.strata.basics.schedule

The meta-bean for PeriodicSchedule.

periodIndex(Integer) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

Sets the index of the schedule period boundary at which the change occurs.

periodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

The meta-property for the periodIndex property.

periodRate(OvernightIndexObservation, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

periodRate(OvernightIndexObservation, LocalDate) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates

Gets the historic or forward rate at the specified fixing period.

periodRatePointSensitivity(OvernightIndexObservation, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

periodRatePointSensitivity(OvernightIndexObservation, LocalDate) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates

Calculates the point sensitivity of the historic or forward rate at the specified fixing period.

periods(List<SchedulePeriod>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

Sets the schedule periods.

periods(SchedulePeriod...) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

Sets the periods property in the builder from an array of objects.

periods() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

The meta-property for the periods property.

periodToEnd(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

Sets the period between the spot value date and the end date.

periodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

The meta-property for the periodToEnd property.

periodToFar(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

Sets the period between the spot value date and the far date.

periodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

The meta-property for the periodToFar property.

periodToNear(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

Sets the period between the spot value date and the near date.

periodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

The meta-property for the periodToNear property.

periodToStart(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

Sets the period between the spot value date and the start date.

periodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

The meta-property for the periodToStart property.

periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

Sets the period between the spot value date and the start date.

periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

The meta-property for the periodToStart property.

periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

Sets the period between the spot value date and the start date.

periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

The meta-property for the periodToStart property.

periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

Sets the period between the spot value date and the start date.

periodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

The meta-property for the periodToStart property.

periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

Sets the period between the spot value date and the start date.

periodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

The meta-property for the periodToStart property.

periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

Sets the period between the spot value date and the start date.

periodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

The meta-property for the periodToStart property.

perturbation(ScenarioPerturbation<T>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

Sets perturbation that should be applied to market data as part of a scenario.

perturbation() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta

The meta-property for the perturbation property.

Perturbation<T> - Interface in com.opengamma.strata.market

Describes a perturbation applied to a single piece of data as part of a scenario.

PerturbationMapping<T> - Class in com.opengamma.strata.calc.marketdata.scenario

Contains a market data perturbation and a filter that decides what market data it applies to.

PerturbationMapping.Builder<T> - Class in com.opengamma.strata.calc.marketdata.scenario

The bean-builder for PerturbationMapping.

PerturbationMapping.Meta<T> - Class in com.opengamma.strata.calc.marketdata.scenario

The meta-bean for PerturbationMapping.

PHP - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'PHP' - Philippine Peso.

PhysicalSettlement - Class in com.opengamma.strata.product.swaption

Defines the settlement type and settlement method of swaptions.

PhysicalSettlement.Meta - Class in com.opengamma.strata.product.swaption

The meta-bean for PhysicalSettlement.

PKR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'PKR' - Pakistani Rupee.

PL - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'PL' = Poland.

PLN - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'PLN' - Polish Zloty.

plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with the specified amount added.

plus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with the specified amount added.

plus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with the specified amount added.

plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with the specified amount added.

plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a copy of this MultiCurrencyAmount with the specified amount added.

plus(MultiCurrencyValuesArray) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Returns a new array containing the values from this array added to the values in the other array.

plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Returns a new array containing the values from this array with the values from the amount added.

plus(double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with the specified amount added to each value.

plus(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance where each element is the sum of the matching values in this array and the other array.

plus(DoubleMatrix) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance where each element is the sum of the matching values in this array and the other matrix.

PointSensitivities - Class in com.opengamma.strata.market.sensitivity

A collection of point sensitivities.

PointSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for PointSensitivities.

PointSensitivity - Interface in com.opengamma.strata.market.sensitivity

Point sensitivity.

PointSensitivityBuilder - Interface in com.opengamma.strata.market.sensitivity

Builder used to create point sensitivities.

positive() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Returns a copy of this CurrencyAmount with a positive amount.

PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions

The 'Preceding' convention which adjusts to the previous business day.

predicate(CheckedPredicate<T>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the Predicate interface.

premium(Payment) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

Sets the optional premium of the product.

premium() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta

The meta-property for the premium property.

premium(Payment) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

Sets the optional premium of the product.

premium() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta

The meta-property for the premium property.

premium(Payment) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

Sets the optional premium of the product.

premium() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

The meta-property for the premium property.

premium(Payment) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

Sets the optional premium of the product.

premium() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta

The meta-property for the premium property.

premium(Payment) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

Sets the premium of the FX option.

premium() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta

The meta-property for the premium property.

premium(Payment) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder

Sets the premium of the FX option.

premium() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta

The meta-property for the premium property.

premium(Payment) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

Sets the premium of the swaption.

premium() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta

The meta-property for the premium property.

premium(Payment) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

Sets the premium of the swaption.

premium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

The meta-property for the premium property.

premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the style of the option premium.

premiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the premiumStyle property.

premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the style of the option premium.

premiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the premiumStyle property.

premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

Sets the style of the option premium.

premiumStyle() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

The meta-property for the premiumStyle property.

premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the style of the option premium.

premiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the premiumStyle property.

premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the style of the option premium.

premiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the premiumStyle property.

premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

Sets the style of the option premium.

premiumStyle() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

The meta-property for the premiumStyle property.

PRESENT_VALUE - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the present value of the calculation target.

PRESENT_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The present value.

PRESENT_VALUE_MULTI_CCY - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the present value of the calculation target.

presentValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

The meta-property for the presentValue property.

presentValue(ResolvedBondFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer

Calculates the present value of the bond future trade from the current price.

presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Calculates the present value of the bond future option trade from the underlying future price.

presentValue(ResolvedBondFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer

Calculates the present value of the bond future option trade from the current option price.

presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer

Calculates the present value of the bond future option trade.

presentValue(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the present value of the bond future trade.

presentValue(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the present value of the bond.

presentValue(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the present value of the bond trade.

presentValue(ResolvedFixedCouponBond, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the present value of the fixed coupon bond product.

presentValue(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the present value of the fixed coupon bond trade.

presentValue(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Calculates the present value of the cap/floor leg.

presentValue(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the present value of the cap/floor product.

presentValue(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Calculates the present value of the Ibor cap/floor trade.

presentValue(ResolvedCmsLeg, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer

Calculates the present value of the CMS leg.

presentValue(ResolvedCms, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer

Calculates the present value of the CMS product.

presentValue(ResolvedCmsTrade, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer

Calculates the present value of the CMS trade.

presentValue(ResolvedCds, NodalCurve, NodalCurve, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the present value of the expanded CDS product.

presentValue(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the present value of the expanded CDS product.

presentValue(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Calculates the present value of the Ibor fixing deposit product.

presentValue(ResolvedIborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Calculates the present value of the Ibor fixing deposit trade.

presentValue(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Calculates the present value by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).

presentValue(Payment, DiscountFactors) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Computes the present value of the payment by discounting.

presentValue(Payment, DiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Computes the present value of the payment with z-spread by discounting.

presentValue(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Computes the present value of the payment by discounting.

presentValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the present value of the FRA product.

presentValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the present value of the FRA trade.

presentValue(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the present value of the foreign exchange vanilla option product.

presentValue(ResolvedFxVanillaOptionTrade, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer

Calculates the present value of the foreign exchange vanilla option trade.

presentValue(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Calculates the present value of the NDF product.

presentValue(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Computes the present value of the FX product by discounting each payment in its own currency.

presentValue(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Calculates the present value of the FX swap product.

presentValue(ResolvedIborFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureTradePricer

Calculates the present value of the Ibor future trade from the current price.

presentValue(ResolvedIborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Calculates the present value of the Ibor future trade.

presentValue(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the present value of the Ibor future trade.

presentValue(ResolvedIborFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer

Calculates the present value of the Ibor future option trade from the current option price.

presentValue(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer

Calculates the present value of the Ibor future option trade.

presentValue(ResolvedIborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider, double, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

Calculates the present value of the Ibor future option trade from the underlying future price.

presentValue(ResolvedDeliverableSwapFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureTradePricer

Calculates the present value of the deliverable swap futures trade from the current price.

presentValue(ResolvedDeliverableSwapFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer

Calculates the present value of the deliverable swap futures trade.

presentValue(ResolvedSwapLeg, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the present value of the swap leg, converted to the specified currency.

presentValue(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the present value of the swap leg.

presentValue(ResolvedSwap, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the present value of the swap product, converted to the specified currency.

presentValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the present value of the swap product.

presentValue(ResolvedSwapTrade, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the present value of the swap trade, converted to the specified currency.

presentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the present value of the swap trade.

presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer

Calculates the present value of a single payment event.

presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Calculates the present value of a single payment period.

presentValue(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer

Calculates the present value of the swaption trade.

presentValue(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer

Calculates the present value of the swaption trade.

presentValue(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer

Calculates the present value of the swaption product.

presentValue(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Calculates the present value of the swaption trade.

presentValue(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer

Calculates the present value of the swaption trade.

presentValue(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer

Calculates the present value of the swaption trade.

presentValue(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer

Calculates the present value of the swaption trade.

presentValue(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer

Calculates the present value of the swaption trade.

presentValue(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the present value of the swaption.

presentValue(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Calculates the present value of the swaption.

presentValueDelta(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Calculates the present value delta of the cap/floor leg.

presentValueDelta(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the present value delta of the cap/floor product.

presentValueDelta(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the present value delta of the foreign exchange vanilla option product.

presentValueDelta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the present value delta of the swaption.

presentValueDelta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Calculates the present value delta of the swaption.

presentValueFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the present value of the bond trade from the clean price.

presentValueFromCleanPrice(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the present value of the fixed coupon bond trade from the clean price of the underlying product.

presentValueFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the present value of the settlement of the bond trade from the clean price with z-spread.

presentValueFromCleanPriceWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the present value of the fixed coupon bond trade with z-spread from the clean price of the underlying product.

presentValueGamma(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Calculates the present value gamma of the cap/floor leg.

presentValueGamma(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the present value gamma of the cap/floor product.

presentValueGamma(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the present value delta of the foreign exchange vanilla option product.

presentValueGamma(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the present value gamma of the swaption.

presentValueGamma(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Calculates the present value gamma of the swaption.

presentValueSensitivity(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer

Calculates the present value sensitivity of the bond future option trade.

presentValueSensitivity(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the present value sensitivity of the bond future trade.

presentValueSensitivity(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the present value sensitivity of the bond product.

presentValueSensitivity(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the present value sensitivity of the bond trade.

presentValueSensitivity(ResolvedFixedCouponBond, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the present value sensitivity of the fixed coupon bond product.

presentValueSensitivity(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the present value sensitivity of the fixed coupon bond trade.

presentValueSensitivity(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Calculates the present value curve sensitivity of the cap/floor leg.

presentValueSensitivity(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the present value curve sensitivity of the cap/floor product.

presentValueSensitivity(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Calculates the present value curve sensitivity of the Ibor cap/floor trade.

presentValueSensitivity(ResolvedCmsLeg, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer

Calculates the present value curve sensitivity of the CMS leg.

presentValueSensitivity(ResolvedCms, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer

Calculates the present value curve sensitivity of the CMS product.

presentValueSensitivity(ResolvedCmsTrade, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer

Calculates the present value curve sensitivity of the CMS trade.

presentValueSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer

Calculates the present value sensitivity of the Ibor fixing product.

presentValueSensitivity(ResolvedIborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer

Calculates the present value sensitivity of the Ibor fixing deposit trade.

presentValueSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer

Calculates the present value sensitivity by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).

presentValueSensitivity(Payment, DiscountFactors) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Compute the present value curve sensitivity of the payment.

presentValueSensitivity(Payment, DiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Compute the present value curve sensitivity of the payment with z-spread.

presentValueSensitivity(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer

Compute the present value curve sensitivity of the payment.

presentValueSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer

Calculates the present value sensitivity of the FRA product.

presentValueSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer

Calculates the present value sensitivity of the FRA trade.

presentValueSensitivity(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the present value sensitivity of the foreign exchange vanilla option product.

presentValueSensitivity(ResolvedFxVanillaOptionTrade, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer

Calculates the present value sensitivity of the foreign exchange vanilla option trade.

presentValueSensitivity(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer

Calculates the present value curve sensitivity of the NDF product.

presentValueSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer

Compute the present value curve sensitivity of the FX product.

presentValueSensitivity(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer

Calculates the present value sensitivity of the FX swap product.

presentValueSensitivity(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Calculates the present value sensitivity of the Ibor future trade.

presentValueSensitivity(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the present value sensitivity of the Ibor future trade.

presentValueSensitivity(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureProvider) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer

Calculates the present value sensitivity of the Ibor future option trade.

presentValueSensitivity(ResolvedDeliverableSwapFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer

Calculates the present value sensitivity of the deliverable swap futures trade.

presentValueSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the present value sensitivity of the swap leg.

presentValueSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the present value sensitivity of the swap product.

presentValueSensitivity(ResolvedSwap, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer

Calculates the present value sensitivity of the swap product converted in a given currency.

presentValueSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer

Calculates the present value sensitivity of the swap trade.

presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer

Calculates the present value sensitivity of a single payment event.

presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Calculates the present value sensitivity of a single payment period.

presentValueSensitivity(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer

Calculates the present value sensitivity of the swaption product.

presentValueSensitivity(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Calculates the present value sensitivity of the swaption product.

presentValueSensitivity(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer

Calculates the present value sensitivity of the swaption product.

presentValueSensitivity(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer

Calculates the present value sensitivity of the swaption trade.

presentValueSensitivity(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer

Calculates the present value sensitivity of the swaption product.

presentValueSensitivity(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer

Calculates the present value sensitivity of the swaption product.

presentValueSensitivityBlackVolatility(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Computes the present value sensitivity to the Black volatility used in the pricing.

presentValueSensitivityBlackVolatility(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer

Computes the present value sensitivity to the Black volatility used in the pricing based on the price of the underlying future.

presentValueSensitivityBlackVolatility(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Computes the present value sensitivity to the black volatility used in the pricing.

presentValueSensitivityBlackVolatility(ResolvedFxVanillaOptionTrade, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer

Computes the present value sensitivity to the black volatility used in the pricing.

presentValueSensitivityFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the present value sensitivity of the settlement of the bond trade from the real clean price.

presentValueSensitivityFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the present value sensitivity of the settlement of the bond trade from the real clean price with z-spread.

presentValueSensitivityHullWhiteParameter(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.

presentValueSensitivityHullWhiteParameter(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer

Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.

presentValueSensitivityHullWhiteParameter(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer

Calculates the present value sensitivity piecewise constant volatility parameters of the Hull-White model.

presentValueSensitivityNormalVolatility(ResolvedIborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

Computes the present value sensitivity to the normal volatility used in the pricing.

presentValueSensitivityNormalVolatility(ResolvedIborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer

Computes the present value sensitivity to the normal volatility used in the pricing based on the price of the underlying future.

presentValueSensitivitySabrParameter(ResolvedCmsLeg, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer

Calculates the present value sensitivity to the SABR model parameters.

presentValueSensitivitySabrParameter(ResolvedCms, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer

Calculates the present value sensitivity to the SABR model parameters.

presentValueSensitivitySabrParameter(ResolvedCmsTrade, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer

Calculates the present value sensitivity to the SABR model parameters.

presentValueSensitivitySabrParameter(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer

Calculates the present value sensitivity to the SABR model parameters of the swaption product.

presentValueSensitivitySabrParameter(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer

Calculates the present value sensitivity to the SABR model parameters of the swaption trade.

presentValueSensitivitySabrParameter(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer

Calculates the present value sensitivity to the SABR model parameters of the swaption product.

presentValueSensitivitySabrParameter(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer

Calculates the present value sensitivity to the SABR model parameters of the swaption trade.

presentValueSensitivityStickyStrike(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer

Calculates the present value sensitivity of the swaption trade.

presentValueSensitivityStickyStrike(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer

Calculates the present value sensitivity of the swaption trade.

presentValueSensitivityStickyStrike(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer

Calculates the present value sensitivity of the swaption trade.

presentValueSensitivityStickyStrike(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer

Calculates the present value sensitivity of the swaption trade.

presentValueSensitivityStickyStrike(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the present value sensitivity of the swaption.

presentValueSensitivityStickyStrike(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Calculates the present value sensitivity of the swaption.

presentValueSensitivityStrike(ResolvedCmsLeg, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer

Calculates the present value sensitivity to the strike value.

presentValueSensitivityStrike(ResolvedCms, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer

Calculates the present value sensitivity to the strike value.

presentValueSensitivityStrike(ResolvedCmsTrade, RatesProvider, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer

Calculates the present value sensitivity to the strike value.

presentValueSensitivityVolatility(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Calculates the present value volatility sensitivity of the cap/floor leg.

presentValueSensitivityVolatility(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the present value volatility sensitivity of the cap/floor product.

presentValueSensitivityVolatility(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer

Calculates the present value sensitivity to the implied volatility of the swaption trade.

presentValueSensitivityVolatility(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer

Calculates the present value sensitivity to the implied volatility of the swaption trade.

presentValueSensitivityVolatility(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer

Calculates the present value sensitivity to the implied volatility of the swaption trade.

presentValueSensitivityVolatility(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer

Calculates the present value sensitivity to the implied volatility of the swaption trade.

presentValueSensitivityVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the present value sensitivity to the implied volatility of the swaption.

presentValueSensitivityVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Calculates the present value sensitivity to the implied volatility of the swaption.

presentValueSensitivityWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the present value sensitivity of the bond future trade with z-spread.

presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the present value sensitivity of the bond product with z-spread.

presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the present value sensitivity of the bond trade with z-spread.

presentValueSensitivityWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the present value sensitivity of the fixed coupon bond with z-spread.

presentValueSensitivityWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the present value sensitivity of the fixed coupon bond trade with z-spread.

presentValueTheta(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Calculates the present value theta of the cap/floor leg.

presentValueTheta(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Calculates the present value theta of the cap/floor product.

presentValueTheta(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the present value theta of the foreign exchange vanilla option product.

presentValueTheta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Calculates the present value of the swaption.

presentValueTheta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Calculates the present value of the swaption.

presentValueVega(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the present value vega of the foreign exchange vanilla option product.

presentValueWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the present value of the bond future trade with z-spread.

presentValueWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the present value of the bond product with z-spread.

presentValueWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer

Calculates the present value of the bond trade with z-spread.

presentValueWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the present value of the fixed coupon bond product with z-spread.

presentValueWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the present value of the fixed coupon bond trade with z-spread.

previous(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Finds the previous business day, always returning an earlier date.

previous(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

previous(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention

Calculates the previous date in the sequence after the input date.

previousOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Finds the previous business day, returning the input date if it is a business day.

price(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities

Calculates the price.

price(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Calculates the price.

price(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the price of the bond future option product.

price(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the price of the bond future option product based on the price of the underlying future.

price(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer

Calculates the price of the bond future option trade.

price(ResolvedBondFuture, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer

Calculates the price of the bond future product.

price(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the price of the bond future trade.

price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

price(LocalDate, ResolvedCds, NodalCurve, NodalCurve, double, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper

Calculate present value on the specified valuation date.

price(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the price of the foreign exchange vanilla option product.

price(ResolvedIborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer

Calculates the price of the Ibor future product.

price(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer

Calculates the price of the Ibor future trade.

price(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Calculates the price of the Ibor future product.

price(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer

Calculates the price of the Ibor future trade.

price(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureProvider) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer

Calculates the price of the Ibor future option trade.

price(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the price of the Ibor future option product.

price(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the price of the Ibor future option product based on the price of the underlying future.

price(ResolvedDeliverableSwapFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureProductPricer

Calculates the price of the deliverable swap futures product.

price(ResolvedDeliverableSwapFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer

Calculates the price of the underlying deliverable swap futures product.

price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

price(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

Sets the price that was traded, in decimal form.

price() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

The meta-property for the price property.

price(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

Sets the price that was traded, in decimal form.

price() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

The meta-property for the price property.

price(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

Sets the clean price at which the bond was traded.

price() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

The meta-property for the price property.

price(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

Sets the clean price at which the bond was traded.

price() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

The meta-property for the price property.

price(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

Sets the price that was traded, in decimal form.

price() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

The meta-property for the price property.

price(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

Sets the price that was traded, in decimal form.

price() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

The meta-property for the price property.

price(double) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

Sets the price that was traded, which is the clean price.

price() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

The meta-property for the price property.

price(double) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

Sets the price that was traded.

price() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

The meta-property for the price property.

price(double) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

Sets the price that was traded.

price() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta

The meta-property for the price property.

price(double) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

Sets the price that was traded.

price() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

The meta-property for the price property.

price(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

Sets the price that was traded, in decimal form.

price() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

The meta-property for the price property.

price(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

Sets the price that was traded, in decimal form.

price() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

The meta-property for the price property.

price(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

Sets the price that was traded, in decimal form.

price() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

The meta-property for the price property.

price(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

Sets the price that was traded, in decimal form.

price() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

The meta-property for the price property.

price(double) - Method in class com.opengamma.strata.product.SecurityTrade.Builder

Sets the price agreed when the trade occurred.

price() - Method in class com.opengamma.strata.product.SecurityTrade.Meta

The meta-property for the price property.

price(double) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

Sets the price that was traded, in decimal form.

price() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta

The meta-property for the price property.

price(double) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder

Sets the price that was traded, in decimal form.

price() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta

The meta-property for the price property.

PRICE_INDEX - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a price index, as used for inflation products - 'PriceIndex'.

priceDelta(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities

Calculates the price delta.

priceDelta(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Calculates the price delta.

priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

priceGamma(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities

Calculates the price gamma.

priceGamma(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Calculates the price gamma.

priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

PriceIndex - Interface in com.opengamma.strata.basics.index

An index of prices.

PriceIndexCurveId - Class in com.opengamma.strata.market.id

A market data ID identifying the forward curve for a PriceIndex.

PriceIndexCurveId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for PriceIndexCurveId.

PriceIndexCurveKey - Class in com.opengamma.strata.market.key

Market data key identifying the forward curve for a PriceIndex.

PriceIndexCurveKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for PriceIndexCurveKey.

PriceIndexCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping

Market data mapping that accepts a PriceIndexCurveKey and returns a PriceIndexCurveId with the name of the curve group that is the source of the curve.

PriceIndexCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping

The meta-bean for PriceIndexCurveMapping.

PriceIndexObservation - Class in com.opengamma.strata.basics.index

Information about a single observation of a Price index.

PriceIndexObservation.Meta - Class in com.opengamma.strata.basics.index

The meta-bean for PriceIndexObservation.

PriceIndexValues - Interface in com.opengamma.strata.market.view

Provides access to the values of a price index.

priceIndexValues() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

The meta-property for the priceIndexValues property.

priceIndexValues(PriceIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

priceIndexValues(PriceIndexValues...) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds price index values to the provider.

priceIndexValues(Map<? extends PriceIndex, ? extends PriceIndexValues>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds price index values to the provider.

priceIndexValues(PriceIndex) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider

priceIndexValues(PriceIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the values for an Price index.

PriceIndices - Class in com.opengamma.strata.basics.index

Constants and implementations for standard price indices.

priceInfo() - Method in class com.opengamma.strata.product.SecurityInfo.Meta

The meta-property for the priceInfo property.

priceInfo(SecurityPriceInfo) - Method in class com.opengamma.strata.product.SecurityInfoBuilder

Sets the information about the security price.

prices(String) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing monthly prices, typically used in inflation.

prices(CurveName) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing monthly prices, typically used in inflation.

prices(CurveName, List<? extends CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing monthly prices, typically used in inflation.

priceSensitivity(ResolvedBondFuture, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer

Calculates the price sensitivity of the bond future product.

priceSensitivity(ResolvedIborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer

Calculates the price sensitivity of the Ibor future product.

priceSensitivity(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Calculates the price sensitivity of the Ibor future product.

priceSensitivity(ResolvedDeliverableSwapFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureProductPricer

Calculates the price sensitivity of the deliverable swap futures product.

priceSensitivityBlackVolatility(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option.

priceSensitivityBlackVolatility(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option based on the price of the underlying future.

priceSensitivityHullWhiteParameter(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer

Calculates the price sensitivity to piecewise constant volatility parameters of the Hull-White model.

priceSensitivityNormalVolatility(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option.

priceSensitivityNormalVolatility(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option based on the price of the underlying future.

priceSensitivityStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the price sensitivity of the bond future option product based on curves.

priceSensitivityStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the price sensitivity of the bond future option product based on the price of the underlying future.

priceSensitivityStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the price sensitivity of the Ibor future option product based on curves.

priceSensitivityStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer

Calculates the price sensitivity of the Ibor future option product based on the price of the underlying future.

priceSensitivityWithZSpread(ResolvedBondFuture, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer

Calculates the price sensitivity of the bond future product with z-spread.

priceTheta(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities

Calculates the price theta.

priceTheta(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Calculates the price theta.

priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

priceVega(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities

Calculates the price vega.

priceVega(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Calculates the price vega.

priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

priceWithZSpread(ResolvedBondFuture, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer

Calculates the price of the bond future product with z-spread.

priceWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer

Calculates the price of the bond future trade with z-spread.

PricingException - Exception in com.opengamma.strata.pricer

Exception thrown when pricing fails.

PricingException(String) - Constructor for exception com.opengamma.strata.pricer.PricingException

Creates an instance based on a message.

PricingException(String, Throwable) - Constructor for exception com.opengamma.strata.pricer.PricingException

Creates an instance based on a message and cause.

PricingRule<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing

Single pricing rule that specifies the function group and parameters that should be used to calculate the value of a measure for a target.

PricingRule.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing

The meta-bean for PricingRule.

PricingRuleBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing

Mutable builder for building instances of PricingRule.

pricingRules(PricingRules) - Method in class com.opengamma.strata.calc.CalculationRules.Builder

Sets the rules defining how calculations should be performed.

pricingRules() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

The meta-property for the pricingRules property.

pricingRules(PricingRules) - Method in class com.opengamma.strata.calc.Column.Builder

Sets the pricing rules that apply to this column, merged with the default rules.

pricingRules() - Method in class com.opengamma.strata.calc.Column.Meta

The meta-property for the pricingRules property.

PricingRules - Interface in com.opengamma.strata.calc.config.pricing

Pricing rules specify how a measure should be calculated for a target.

pricingRules() - Static method in class com.opengamma.strata.function.StandardComponents

Returns the standard pricing rules.

product(BondFutureOption) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

Sets the option that was traded.

product() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

The meta-property for the product property.

product(BondFuture) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

Sets the future that was traded.

product() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

The meta-property for the product property.

product(CapitalIndexedBond) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

Sets the bond that was traded.

product() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

The meta-property for the product property.

product(FixedCouponBond) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

Sets the bond that was traded.

product() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

The meta-property for the product property.

product(ResolvedBondFutureOption) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

Sets the option that was traded.

product() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

The meta-property for the product property.

product(ResolvedBondFuture) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

Sets the future that was traded.

product() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

The meta-property for the product property.

product(ResolvedCapitalIndexedBond) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

Sets the resolved fixed coupon bond product.

product() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

The meta-property for the product property.

product(ResolvedFixedCouponBond) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

Sets the bond that was traded.

product() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

The meta-property for the product property.

product(IborCapFloor) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

Sets the cap/floor product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta

The meta-property for the product property.

product(ResolvedIborCapFloor) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

Sets the resolved Ibor cap/floor product.

product() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta

The meta-property for the product property.

product(Cms) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

Sets the CMS product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

The meta-property for the product property.

product(ResolvedCms) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

Sets the resolved CMS product.

product() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta

The meta-property for the product property.

product(Cds) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

Sets the credit default swap that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

The meta-property for the product property.

product(ResolvedCds) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder

Sets the resolved CDS product.

product() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta

The meta-property for the product property.

product(IborFixingDeposit) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

Sets the Ibor fixing deposit product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

The meta-property for the product property.

product(ResolvedIborFixingDeposit) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder

Sets the resolved Ibor Fixing Deposit product.

product() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta

The meta-property for the product property.

product(ResolvedTermDeposit) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder

Sets the resolved Term Deposit product.

product() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta

The meta-property for the product property.

product(TermDeposit) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

Sets the term deposit product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

The meta-property for the product property.

product(Equity) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

Sets the equity that was traded.

product() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta

The meta-property for the product property.

product(Fra) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

Sets the FRA product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

The meta-property for the product property.

product(ResolvedFra) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder

Sets the resolved FRA product.

product() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta

The meta-property for the product property.

product(FxNdf) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

Sets the product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

The meta-property for the product property.

product(FxSingle) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

Sets the product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

The meta-property for the product property.

product(FxSwap) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

Sets the FX swap product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

The meta-property for the product property.

product(FxVanillaOption) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

Sets the FX option product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta

The meta-property for the product property.

product(ResolvedFxNdf) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder

Sets the resolved Non-Deliverable Forward (NDF) product.

product() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta

The meta-property for the product property.

product(ResolvedFxSingle) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder

Sets the resolved single FX product.

product() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta

The meta-property for the product property.

product(ResolvedFxSwap) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder

Sets the resolved FX swap product.

product() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta

The meta-property for the product property.

product(ResolvedFxVanillaOption) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder

Sets the resolved vanilla FX option product.

product() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta

The meta-property for the product property.

product(IborFutureOption) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

Sets the option that was traded.

product() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

The meta-property for the product property.

product(IborFuture) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

Sets the future that was traded.

product() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

The meta-property for the product property.

product(ResolvedIborFutureOption) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

Sets the option that was traded.

product() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

The meta-property for the product property.

product(ResolvedIborFuture) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

Sets the future that was traded.

product() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

The meta-property for the product property.

product(BulletPayment) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

Sets the product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

The meta-property for the product property.

product(ResolvedBulletPayment) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder

Sets the resolved bullet payment product.

product() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta

The meta-property for the product property.

Product - Interface in com.opengamma.strata.product

The product details of a financial instrument.

product(DeliverableSwapFuture) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

Sets the future that was traded.

product() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta

The meta-property for the product property.

product(ResolvedDeliverableSwapFuture) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder

Sets the future that was traded.

product() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta

The meta-property for the product property.

product(ResolvedSwap) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder

Sets the resolved Swap product.

product() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta

The meta-property for the product property.

product(Swap) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

Sets the swap product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

The meta-property for the product property.

product(ResolvedSwaption) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

Sets the resolved Swaption product.

product() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta

The meta-property for the product property.

product(Swaption) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

Sets the swaption product that was agreed when the trade occurred.

product() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

The meta-property for the product property.

PRODUCT_POLYNOMIAL - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators

Product polynomial extrapolator.

ProductTrade - Interface in com.opengamma.strata.product

A trade that is directly based on a product.

PropertiesFile - Class in com.opengamma.strata.collect.io

A properties file.

property(String) - Method in class com.opengamma.strata.basics.currency.FxMatrix

property(String) - Method in class com.opengamma.strata.basics.currency.FxRate

property(String) - Method in class com.opengamma.strata.basics.currency.FxRatesArray

property(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

property(String) - Method in class com.opengamma.strata.basics.currency.Payment

property(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate

property(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

property(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment

property(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

property(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

property(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment

property(String) - Method in class com.opengamma.strata.basics.index.FloatingRateName

property(String) - Method in class com.opengamma.strata.basics.index.FxIndexObservation

property(String) - Method in class com.opengamma.strata.basics.index.IborIndexObservation

property(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

property(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

property(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

property(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

property(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

property(String) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

property(String) - Method in class com.opengamma.strata.basics.market.FxRateId

property(String) - Method in class com.opengamma.strata.basics.market.FxRateKey

property(String) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

property(String) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

property(String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

property(String) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList

property(String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

property(String) - Method in class com.opengamma.strata.basics.market.StandardId

property(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

property(String) - Method in class com.opengamma.strata.basics.schedule.Schedule

property(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

property(String) - Method in class com.opengamma.strata.basics.value.HalfUpRounding

property(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment

property(String) - Method in class com.opengamma.strata.basics.value.ValueDerivatives

property(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule

property(String) - Method in class com.opengamma.strata.basics.value.ValueStep

property(String) - Method in class com.opengamma.strata.calc.CalculationRules

property(String) - Method in class com.opengamma.strata.calc.Column

property(String) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules

property(String) - Method in class com.opengamma.strata.calc.config.FunctionConfig

property(String) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure

property(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

property(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

property(String) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule

property(String) - Method in class com.opengamma.strata.calc.config.ReportingCurrency

property(String) - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules

property(String) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

property(String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

property(String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

property(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

property(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

property(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

property(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

property(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

property(String) - Method in class com.opengamma.strata.calc.runner.CalculationResult

property(String) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

property(String) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

property(String) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

property(String) - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult

property(String) - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray

property(String) - Method in class com.opengamma.strata.calc.runner.MissingMappingId

property(String) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

property(String) - Method in class com.opengamma.strata.calc.runner.Results

property(String) - Method in class com.opengamma.strata.collect.array.DoubleArray

property(String) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

property(String) - Method in class com.opengamma.strata.collect.io.XmlElement

property(String) - Method in class com.opengamma.strata.collect.range.LocalDateRange

property(String) - Method in class com.opengamma.strata.collect.result.Failure

property(String) - Method in class com.opengamma.strata.collect.result.FailureItem

property(String) - Method in class com.opengamma.strata.collect.result.Result

property(String) - Method in class com.opengamma.strata.collect.tuple.DoublesPair

property(String) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

property(String) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

property(String) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

property(String) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

property(String) - Method in class com.opengamma.strata.collect.tuple.Pair

property(String) - Method in class com.opengamma.strata.collect.tuple.Triple

property(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

property(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

property(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

property(String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping

property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping

property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter

property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter

property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter

property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

property(String) - Method in class com.opengamma.strata.market.amount.CashFlow

property(String) - Method in class com.opengamma.strata.market.amount.CashFlows

property(String) - Method in class com.opengamma.strata.market.amount.LegAmounts

property(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount

property(String) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

property(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

property(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

property(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

property(String) - Method in class com.opengamma.strata.market.curve.CurveGroup

property(String) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

property(String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry

property(String) - Method in class com.opengamma.strata.market.curve.CurveInputs

property(String) - Method in class com.opengamma.strata.market.curve.CurveParameterSize

property(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

property(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

property(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

property(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

property(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

property(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

property(String) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

property(String) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

property(String) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

property(String) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

property(String) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

property(String) - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate

property(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

property(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

property(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

property(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

property(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

property(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

property(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

property(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

property(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

property(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

property(String) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

property(String) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

property(String) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

property(String) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

property(String) - Method in class com.opengamma.strata.market.explain.ExplainMap

property(String) - Method in class com.opengamma.strata.market.id.CurveGroupId

property(String) - Method in class com.opengamma.strata.market.id.CurveInputsId

property(String) - Method in class com.opengamma.strata.market.id.DiscountCurveId

property(String) - Method in class com.opengamma.strata.market.id.IborIndexCurveId

property(String) - Method in class com.opengamma.strata.market.id.IndexRateId

property(String) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

property(String) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

property(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

property(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

property(String) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

property(String) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

property(String) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId

property(String) - Method in class com.opengamma.strata.market.id.QuoteId

property(String) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

property(String) - Method in class com.opengamma.strata.market.key.CurveGroupKey

property(String) - Method in class com.opengamma.strata.market.key.CurveInputsKey

property(String) - Method in class com.opengamma.strata.market.key.DiscountCurveKey

property(String) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey

property(String) - Method in class com.opengamma.strata.market.key.IndexRateKey

property(String) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

property(String) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

property(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

property(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

property(String) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

property(String) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey

property(String) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey

property(String) - Method in class com.opengamma.strata.market.key.QuoteKey

property(String) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

property(String) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey

property(String) - Method in class com.opengamma.strata.market.option.DeltaStrike

property(String) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

property(String) - Method in class com.opengamma.strata.market.option.MoneynessStrike

property(String) - Method in class com.opengamma.strata.market.option.SimpleStrike

property(String) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

property(String) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities

property(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

property(String) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

property(String) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

property(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

property(String) - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata

property(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

property(String) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

property(String) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

property(String) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

property(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

property(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

property(String) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities

property(String) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity

property(String) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate

property(String) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray

property(String) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

property(String) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

property(String) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

property(String) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

property(String) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

property(String) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

property(String) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

property(String) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

property(String) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates

property(String) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

property(String) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

property(String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

property(String) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

property(String) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

property(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

property(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

property(String) - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

property(String) - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities

property(String) - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters

property(String) - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities

property(String) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

property(String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

property(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

property(String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

property(String) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

property(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

property(String) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

property(String) - Method in class com.opengamma.strata.product.bond.BondFuture

property(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption

property(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

property(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

property(String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

property(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade

property(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

property(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

property(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

property(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond

property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

property(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

property(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

property(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

property(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

property(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

property(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

property(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

property(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

property(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

property(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

property(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

property(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

property(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

property(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

property(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

property(String) - Method in class com.opengamma.strata.product.cms.Cms

property(String) - Method in class com.opengamma.strata.product.cms.CmsLeg

property(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod

property(String) - Method in class com.opengamma.strata.product.cms.CmsTrade

property(String) - Method in class com.opengamma.strata.product.cms.ResolvedCms

property(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

property(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

property(String) - Method in class com.opengamma.strata.product.credit.Cds

property(String) - Method in class com.opengamma.strata.product.credit.CdsTrade

property(String) - Method in class com.opengamma.strata.product.credit.FeeLeg

property(String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

property(String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments

property(String) - Method in class com.opengamma.strata.product.credit.ResolvedCds

property(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

property(String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

property(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

property(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

property(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

property(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

property(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

property(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

property(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

property(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit

property(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

property(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

property(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

property(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

property(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

property(String) - Method in class com.opengamma.strata.product.equity.Equity

property(String) - Method in class com.opengamma.strata.product.equity.EquitySecurity

property(String) - Method in class com.opengamma.strata.product.equity.EquityTrade

property(String) - Method in class com.opengamma.strata.product.fra.Fra

property(String) - Method in class com.opengamma.strata.product.fra.FraTrade

property(String) - Method in class com.opengamma.strata.product.fra.ResolvedFra

property(String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade

property(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate

property(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

property(String) - Method in class com.opengamma.strata.product.fx.FxNdf

property(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade

property(String) - Method in class com.opengamma.strata.product.fx.FxSingle

property(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade

property(String) - Method in class com.opengamma.strata.product.fx.FxSwap

property(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade

property(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption

property(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap

property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption

property(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade

property(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

property(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

property(String) - Method in class com.opengamma.strata.product.GenericSecurity

property(String) - Method in class com.opengamma.strata.product.GenericSecurityTrade

property(String) - Method in class com.opengamma.strata.product.index.IborFuture

property(String) - Method in class com.opengamma.strata.product.index.IborFutureOption

property(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

property(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

property(String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity

property(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade

property(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

property(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

property(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

property(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

property(String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

property(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

property(String) - Method in class com.opengamma.strata.product.payment.BulletPayment

property(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

property(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

property(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

property(String) - Method in class com.opengamma.strata.product.rate.FixedRateObservation

property(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

property(String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

property(String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

property(String) - Method in class com.opengamma.strata.product.rate.IborRateObservation

property(String) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation

property(String) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation

property(String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

property(String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

property(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

property(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

property(String) - Method in class com.opengamma.strata.product.SecurityInfo

property(String) - Method in class com.opengamma.strata.product.SecurityPriceInfo

property(String) - Method in class com.opengamma.strata.product.SecurityTrade

property(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

property(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity

property(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

property(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

property(String) - Method in class com.opengamma.strata.product.swap.FxReset

property(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation

property(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

property(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation

property(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

property(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

property(String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

property(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

property(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange

property(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule

property(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

property(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule

property(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

property(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

property(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

property(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

property(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule

property(String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture

property(String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade

property(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap

property(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

property(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

property(String) - Method in class com.opengamma.strata.product.swap.StubCalculation

property(String) - Method in class com.opengamma.strata.product.swap.Swap

property(String) - Method in class com.opengamma.strata.product.swap.SwapTrade

property(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

property(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

property(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

property(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

property(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

property(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

property(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

property(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

property(String) - Method in class com.opengamma.strata.product.swaption.CashSettlement

property(String) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement

property(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

property(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

property(String) - Method in class com.opengamma.strata.product.swaption.Swaption

property(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

property(String) - Method in class com.opengamma.strata.product.TradeInfo

property(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

property(String) - Method in class com.opengamma.strata.report.framework.format.FormatSettings

property(String) - Method in class com.opengamma.strata.report.ReportCalculationResults

property(String) - Method in class com.opengamma.strata.report.ReportRequirements

property(String) - Method in class com.opengamma.strata.report.trade.TradeReport

property(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn

property(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.StandardId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.Column.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.Results.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.QuoteId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.Cms.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.equity.Equity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityInfo.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

propertyNames() - Method in class com.opengamma.strata.basics.currency.FxMatrix

propertyNames() - Method in class com.opengamma.strata.basics.currency.FxRate

propertyNames() - Method in class com.opengamma.strata.basics.currency.FxRatesArray

propertyNames() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

propertyNames() - Method in class com.opengamma.strata.basics.currency.Payment

propertyNames() - Method in class com.opengamma.strata.basics.date.AdjustableDate

propertyNames() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

propertyNames() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

propertyNames() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

propertyNames() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

propertyNames() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

propertyNames() - Method in class com.opengamma.strata.basics.index.FloatingRateName

propertyNames() - Method in class com.opengamma.strata.basics.index.FxIndexObservation

propertyNames() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

propertyNames() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

propertyNames() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

propertyNames() - Method in class com.opengamma.strata.basics.market.FxRateId

propertyNames() - Method in class com.opengamma.strata.basics.market.FxRateKey

propertyNames() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

propertyNames() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

propertyNames() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

propertyNames() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList

propertyNames() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

propertyNames() - Method in class com.opengamma.strata.basics.market.StandardId

propertyNames() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

propertyNames() - Method in class com.opengamma.strata.basics.schedule.Schedule

propertyNames() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

propertyNames() - Method in class com.opengamma.strata.basics.value.HalfUpRounding

propertyNames() - Method in class com.opengamma.strata.basics.value.ValueAdjustment

propertyNames() - Method in class com.opengamma.strata.basics.value.ValueDerivatives

propertyNames() - Method in class com.opengamma.strata.basics.value.ValueSchedule

propertyNames() - Method in class com.opengamma.strata.basics.value.ValueStep

propertyNames() - Method in class com.opengamma.strata.calc.CalculationRules

propertyNames() - Method in class com.opengamma.strata.calc.Column

propertyNames() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules

propertyNames() - Method in class com.opengamma.strata.calc.config.FunctionConfig

propertyNames() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure

propertyNames() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

propertyNames() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

propertyNames() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule

propertyNames() - Method in class com.opengamma.strata.calc.config.ReportingCurrency

propertyNames() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules

propertyNames() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

propertyNames() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

propertyNames() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

propertyNames() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

propertyNames() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

propertyNames() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

propertyNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

propertyNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

propertyNames() - Method in class com.opengamma.strata.calc.runner.CalculationResult

propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult

propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray

propertyNames() - Method in class com.opengamma.strata.calc.runner.MissingMappingId

propertyNames() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

propertyNames() - Method in class com.opengamma.strata.calc.runner.Results

propertyNames() - Method in class com.opengamma.strata.collect.array.DoubleArray

propertyNames() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

propertyNames() - Method in class com.opengamma.strata.collect.io.XmlElement

propertyNames() - Method in class com.opengamma.strata.collect.range.LocalDateRange

propertyNames() - Method in class com.opengamma.strata.collect.result.Failure

propertyNames() - Method in class com.opengamma.strata.collect.result.FailureItem

propertyNames() - Method in class com.opengamma.strata.collect.result.Result

propertyNames() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

propertyNames() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

propertyNames() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

propertyNames() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

propertyNames() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

propertyNames() - Method in class com.opengamma.strata.collect.tuple.Pair

propertyNames() - Method in class com.opengamma.strata.collect.tuple.Triple

propertyNames() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

propertyNames() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

propertyNames() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

propertyNames() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping

propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping

propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter

propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter

propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter

propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

propertyNames() - Method in class com.opengamma.strata.market.amount.CashFlow

propertyNames() - Method in class com.opengamma.strata.market.amount.CashFlows

propertyNames() - Method in class com.opengamma.strata.market.amount.LegAmounts

propertyNames() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

propertyNames() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

propertyNames() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

propertyNames() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

propertyNames() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

propertyNames() - Method in class com.opengamma.strata.market.curve.CurveGroup

propertyNames() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

propertyNames() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry

propertyNames() - Method in class com.opengamma.strata.market.curve.CurveInputs

propertyNames() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

propertyNames() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

propertyNames() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

propertyNames() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

propertyNames() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

propertyNames() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

propertyNames() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

propertyNames() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

propertyNames() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

propertyNames() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

propertyNames() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

propertyNames() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

propertyNames() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate

propertyNames() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

propertyNames() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

propertyNames() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

propertyNames() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

propertyNames() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

propertyNames() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

propertyNames() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

propertyNames() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

propertyNames() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

propertyNames() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

propertyNames() - Method in class com.opengamma.strata.market.explain.ExplainMap

propertyNames() - Method in class com.opengamma.strata.market.id.CurveGroupId

propertyNames() - Method in class com.opengamma.strata.market.id.CurveInputsId

propertyNames() - Method in class com.opengamma.strata.market.id.DiscountCurveId

propertyNames() - Method in class com.opengamma.strata.market.id.IborIndexCurveId

propertyNames() - Method in class com.opengamma.strata.market.id.IndexRateId

propertyNames() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

propertyNames() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

propertyNames() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

propertyNames() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

propertyNames() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

propertyNames() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

propertyNames() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId

propertyNames() - Method in class com.opengamma.strata.market.id.QuoteId

propertyNames() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

propertyNames() - Method in class com.opengamma.strata.market.key.CurveGroupKey

propertyNames() - Method in class com.opengamma.strata.market.key.CurveInputsKey

propertyNames() - Method in class com.opengamma.strata.market.key.DiscountCurveKey

propertyNames() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey

propertyNames() - Method in class com.opengamma.strata.market.key.IndexRateKey

propertyNames() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

propertyNames() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

propertyNames() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

propertyNames() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

propertyNames() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

propertyNames() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey

propertyNames() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey

propertyNames() - Method in class com.opengamma.strata.market.key.QuoteKey

propertyNames() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

propertyNames() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey

propertyNames() - Method in class com.opengamma.strata.market.option.DeltaStrike

propertyNames() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

propertyNames() - Method in class com.opengamma.strata.market.option.MoneynessStrike

propertyNames() - Method in class com.opengamma.strata.market.option.SimpleStrike

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

propertyNames() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

propertyNames() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

propertyNames() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

propertyNames() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata

propertyNames() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

propertyNames() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

propertyNames() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

propertyNames() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

propertyNames() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

propertyNames() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

propertyNames() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities

propertyNames() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity

propertyNames() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate

propertyNames() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray

propertyNames() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

propertyNames() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

propertyNames() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

propertyNames() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

propertyNames() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

propertyNames() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

propertyNames() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

propertyNames() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

propertyNames() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates

propertyNames() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

propertyNames() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

propertyNames() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

propertyNames() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

propertyNames() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

propertyNames() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

propertyNames() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

propertyNames() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

propertyNames() - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities

propertyNames() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters

propertyNames() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities

propertyNames() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

propertyNames() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

propertyNames() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

propertyNames() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

propertyNames() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

propertyNames() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

propertyNames() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

propertyNames() - Method in class com.opengamma.strata.product.bond.BondFuture

propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureOption

propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

propertyNames() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

propertyNames() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

propertyNames() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

propertyNames() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

propertyNames() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

propertyNames() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

propertyNames() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

propertyNames() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

propertyNames() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

propertyNames() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

propertyNames() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

propertyNames() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

propertyNames() - Method in class com.opengamma.strata.product.cms.Cms

propertyNames() - Method in class com.opengamma.strata.product.cms.CmsLeg

propertyNames() - Method in class com.opengamma.strata.product.cms.CmsPeriod

propertyNames() - Method in class com.opengamma.strata.product.cms.CmsTrade

propertyNames() - Method in class com.opengamma.strata.product.cms.ResolvedCms

propertyNames() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

propertyNames() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

propertyNames() - Method in class com.opengamma.strata.product.credit.Cds

propertyNames() - Method in class com.opengamma.strata.product.credit.CdsTrade

propertyNames() - Method in class com.opengamma.strata.product.credit.FeeLeg

propertyNames() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

propertyNames() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

propertyNames() - Method in class com.opengamma.strata.product.credit.ResolvedCds

propertyNames() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

propertyNames() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

propertyNames() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

propertyNames() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

propertyNames() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

propertyNames() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

propertyNames() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

propertyNames() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

propertyNames() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

propertyNames() - Method in class com.opengamma.strata.product.deposit.TermDeposit

propertyNames() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

propertyNames() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

propertyNames() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

propertyNames() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

propertyNames() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

propertyNames() - Method in class com.opengamma.strata.product.equity.Equity

propertyNames() - Method in class com.opengamma.strata.product.equity.EquitySecurity

propertyNames() - Method in class com.opengamma.strata.product.equity.EquityTrade

propertyNames() - Method in class com.opengamma.strata.product.fra.Fra

propertyNames() - Method in class com.opengamma.strata.product.fra.FraTrade

propertyNames() - Method in class com.opengamma.strata.product.fra.ResolvedFra

propertyNames() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade

propertyNames() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

propertyNames() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

propertyNames() - Method in class com.opengamma.strata.product.fx.FxNdf

propertyNames() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

propertyNames() - Method in class com.opengamma.strata.product.fx.FxSingle

propertyNames() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

propertyNames() - Method in class com.opengamma.strata.product.fx.FxSwap

propertyNames() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

propertyNames() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

propertyNames() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap

propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption

propertyNames() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade

propertyNames() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

propertyNames() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

propertyNames() - Method in class com.opengamma.strata.product.GenericSecurity

propertyNames() - Method in class com.opengamma.strata.product.GenericSecurityTrade

propertyNames() - Method in class com.opengamma.strata.product.index.IborFuture

propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureOption

propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureTrade

propertyNames() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

propertyNames() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

propertyNames() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

propertyNames() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

propertyNames() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

propertyNames() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

propertyNames() - Method in class com.opengamma.strata.product.payment.BulletPayment

propertyNames() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

propertyNames() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

propertyNames() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

propertyNames() - Method in class com.opengamma.strata.product.rate.FixedRateObservation

propertyNames() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

propertyNames() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

propertyNames() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

propertyNames() - Method in class com.opengamma.strata.product.rate.IborRateObservation

propertyNames() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation

propertyNames() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation

propertyNames() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

propertyNames() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

propertyNames() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

propertyNames() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

propertyNames() - Method in class com.opengamma.strata.product.SecurityInfo

propertyNames() - Method in class com.opengamma.strata.product.SecurityPriceInfo

propertyNames() - Method in class com.opengamma.strata.product.SecurityTrade

propertyNames() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

propertyNames() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity

propertyNames() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

propertyNames() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

propertyNames() - Method in class com.opengamma.strata.product.swap.FxReset

propertyNames() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

propertyNames() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

propertyNames() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

propertyNames() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

propertyNames() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

propertyNames() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

propertyNames() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

propertyNames() - Method in class com.opengamma.strata.product.swap.NotionalExchange

propertyNames() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

propertyNames() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

propertyNames() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

propertyNames() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

propertyNames() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

propertyNames() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

propertyNames() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

propertyNames() - Method in class com.opengamma.strata.product.swap.ResetSchedule

propertyNames() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture

propertyNames() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade

propertyNames() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

propertyNames() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

propertyNames() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

propertyNames() - Method in class com.opengamma.strata.product.swap.StubCalculation

propertyNames() - Method in class com.opengamma.strata.product.swap.Swap

propertyNames() - Method in class com.opengamma.strata.product.swap.SwapTrade

propertyNames() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

propertyNames() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

propertyNames() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

propertyNames() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

propertyNames() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

propertyNames() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

propertyNames() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

propertyNames() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

propertyNames() - Method in class com.opengamma.strata.product.swaption.CashSettlement

propertyNames() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement

propertyNames() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

propertyNames() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

propertyNames() - Method in class com.opengamma.strata.product.swaption.Swaption

propertyNames() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

propertyNames() - Method in class com.opengamma.strata.product.TradeInfo

propertyNames() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

propertyNames() - Method in class com.opengamma.strata.report.framework.format.FormatSettings

propertyNames() - Method in class com.opengamma.strata.report.ReportCalculationResults

propertyNames() - Method in class com.opengamma.strata.report.ReportRequirements

propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReport

propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.StandardId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.Column.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.Results.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta

PropertySet - Class in com.opengamma.strata.collect.io

A map of key-value properties.

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.QuoteId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.Cms.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.equity.Equity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityInfo.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta

PT - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'PT' - Portugal.

publicationDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

Sets the date that the rate implied by the fixing date is published.

publicationDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

The meta-property for the publicationDate property.

publicationDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

Sets the number of days to add to the fixing date to obtain the publication date.

publicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta

The meta-property for the publicationDateOffset property.

publicationFrequency(Frequency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

Sets the publication frequency of the index.

publicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

The meta-property for the publicationFrequency property.

put(LocalDate, double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts the specified date/value point into this builder.

put(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts the specified date/value point into this builder.

put(ExplainKey<R>, R) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder

Puts a single value into the map.

putAll(Collection<LocalDate>, Collection<Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts all the specified dates and values into this builder.

putAll(Collection<LocalDate>, double[]) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts all the specified dates and values into this builder.

putAll(Stream<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts all the specified points into this builder.

putAll(List<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts all the specified points into this builder.

putAll(LocalDateDoubleTimeSeriesBuilder) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts the contents of the specified builder into this builder.

putAll(Map<LocalDate, Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder

Puts all the entries from the supplied map into this builder.

PutCall - Enum in com.opengamma.strata.basics

Flag indicating whether a trade is "put" or "call".

putCall(PutCall) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets whether the option is put or call.

putCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the putCall property.

putCall(PutCall) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets whether the option is put or call.

putCall() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the putCall property.

putCall(PutCall) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

Sets whether the option is put or call.

putCall() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

The meta-property for the putCall property.

putCall(PutCall) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

Sets whether the option is put or call.

putCall() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

The meta-property for the putCall property.

putCall(PutCall) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder

Sets whether the option is put or call.

putCall() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta

The meta-property for the putCall property.

putCall(PutCall) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets whether the option is put or call.

putCall() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the putCall property.

putCall(PutCall) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets whether the option is put or call.

putCall() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the putCall property.

putCall(PutCall) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

Sets whether the option is put or call.

putCall() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

The meta-property for the putCall property.

PV01 - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the PV01 of the calculation target.

pvbp(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Computes the Present Value of a Basis Point for a swap leg.

pvbp(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Calculates the present value of a basis point of a period.

pvbpSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer

Calculates the Present Value of a Basis Point curve sensitivity for a fixed swap leg.

pvbpSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer

Calculates the present value of a basis point sensitivity of a single payment period.

Q

QUADRATIC_LEFT - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators

Quadratic left extrapolator.

quantity(long) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

Sets the quantity that was traded.

quantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

Sets the quantity that was traded.

quantity() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

Sets the quantity that was traded.

quantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

Sets the quantity that was traded.

quantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

Sets the quantity that was traded.

quantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

Sets the quantity that was traded.

quantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

Sets the quantity, indicating the number of bond contracts in the trade.

quantity() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

Sets the quantity that was traded.

quantity() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

Sets the quantity that was traded.

quantity() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

Sets the quantity that was traded.

quantity() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

Sets the quantity that was traded.

quantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

Sets the quantity that was traded.

quantity() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

Sets the quantity that was traded.

quantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

Sets the quantity that was traded.

quantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.SecurityTrade.Builder

Sets the quantity that was traded.

quantity() - Method in class com.opengamma.strata.product.SecurityTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

Sets the quantity that was traded.

quantity() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta

The meta-property for the quantity property.

quantity(long) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder

Sets the quantity that was traded.

quantity() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Meta

The meta-property for the quantity property.

QUARTERLY_IMM - Static variable in class com.opengamma.strata.basics.date.DateSequences

The 'Quarterly-IMM' date sequence.

QuoteId - Class in com.opengamma.strata.market.id

The ID of a market quote.

QuoteId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for QuoteId.

QuoteKey - Class in com.opengamma.strata.market.key

Market data key identifying the current and historical values of a market identifier.

QuoteKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for QuoteKey.

quotes() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta

The meta-property for the quotes property.

QuotesArray - Class in com.opengamma.strata.market.value.scenario

Container for values for an item of quoted market data in multiple scenarios.

QuotesArray.Meta - Class in com.opengamma.strata.market.value.scenario

The meta-bean for QuotesArray.

QuotesArrayKey - Class in com.opengamma.strata.market.key.scenario

A key identifying a QuotesArray containing values for a piece of quoted market data in multiple scenarios.

QuotesArrayKey.Meta - Class in com.opengamma.strata.market.key.scenario

The meta-bean for QuotesArrayKey.

QuotesCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of quotes into memory from CSV resources.

R

rate() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta

The meta-property for the rate property.

rate(Currency, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

rate(FxIndexObservation, Currency) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

rate(IborIndexObservation) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

rate(OvernightIndexObservation) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

rate(Currency, LocalDate) - Method in interface com.opengamma.strata.market.view.FxForwardRates

Gets the forward rate at the specified fixing date.

rate(FxIndexObservation, Currency) - Method in interface com.opengamma.strata.market.view.FxIndexRates

Gets the historic or forward rate at the specified fixing date.

rate(IborIndexObservation) - Method in interface com.opengamma.strata.market.view.IborIndexRates

Gets the historic or forward rate at the specified fixing date.

rate(OvernightIndexObservation) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates

Gets the historic or forward rate at the specified fixing date.

rate(IborIndexObservation) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates

rate(T, LocalDate, LocalDate, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.RateObservationFn

Determines the applicable rate for the observation.

rate(double) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

Sets the fixed rate of interest.

rate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

The meta-property for the rate property.

rate(double) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the fixed interest rate to be paid.

rate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the rate property.

rate() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta

The meta-property for the rate property.

rate(ValueSchedule) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

Sets the interest rate to be paid.

rate() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta

The meta-property for the rate property.

RateAccrualPeriod - Class in com.opengamma.strata.product.swap

A period over which a fixed or floating rate is accrued.

RateAccrualPeriod.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for RateAccrualPeriod.

RateAccrualPeriod.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for RateAccrualPeriod.

rateCalculation(InflationRateCalculation) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets the inflation rate calculation.

rateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the rateCalculation property.

rateCalculation(InflationRateCalculation) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets the inflation rate calculation.

rateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the rateCalculation property.

rateCalculation(InflationRateCalculation) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the inflation rate calculation.

rateCalculation() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the rateCalculation property.

RateCalculation - Interface in com.opengamma.strata.product.swap

The accrual calculation part of an interest rate swap leg.

RateCalculationSwapLeg - Class in com.opengamma.strata.product.swap

A rate swap leg defined using a parameterized schedule and calculation.

RateCalculationSwapLeg.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for RateCalculationSwapLeg.

RateCalculationSwapLeg.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for RateCalculationSwapLeg.

RateCurveCurrencyFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve

A market data filter which matches rate curves with a specific currency.

RateCurveCurrencyFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve

The meta-bean for RateCurveCurrencyFilter.

RateCurveId - Interface in com.opengamma.strata.market.id

Market data ID identifying a rates curve.

rateCutOffDays(int) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

Sets the number of business days before the end of the period that the rate is cut off.

rateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

The meta-property for the rateCutOffDays property.

rateCutOffDays(int) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

Sets the number of business days before the end of the period that the rate is cut off.

rateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

The meta-property for the rateCutOffDays property.

rateCutOffDays(int) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the number of business days before the end of the period that the rate is cut off, defaulted to zero.

rateCutOffDays() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the rateCutOffDays property.

rateCutOffDays(Integer) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the number of business days before the end of the period that the rate is cut off.

rateCutOffDays() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the rateCutOffDays property.

rateFxSpotSensitivity(Currency, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

rateFxSpotSensitivity(Currency, LocalDate) - Method in interface com.opengamma.strata.market.view.FxForwardRates

Calculates the sensitivity of the forward rate to the spot FX rate.

rateIgnoringTimeSeries(IborIndexObservation) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

rateIgnoringTimeSeries(IborIndexObservation) - Method in interface com.opengamma.strata.market.view.IborIndexRates

Ignores the time-series to get the forward rate at the specified fixing date, used in rare and special cases.

rateIgnoringTimeSeries(IborIndexObservation) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates

rateIgnoringTimeSeriesPointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

rateIgnoringTimeSeriesPointSensitivity(IborIndexObservation) - Method in interface com.opengamma.strata.market.view.IborIndexRates

Ignores the time-series to get the forward rate point sensitivity at the specified fixing date, used in rare and special cases.

rateIgnoringTimeSeriesPointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates

RateIndex - Interface in com.opengamma.strata.basics.index

A index of interest rates, such as an Overnight or Inter-Bank rate.

rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the key identifying the market data value which provides the rate.

rateKey() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the rateKey property.

rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the key identifying the market data value which provides the rate.

rateKey() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the rateKey property.

rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the key identifying the market data value which provides the rate.

rateKey() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the rateKey property.

rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the key identifying the market data value which provides the rate.

rateKey() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the rateKey property.

rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the key identifying the market data value which provides the price.

rateKey() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the rateKey property.

rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the key identifying the market data value which provides the rate.

rateKey() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the rateKey property.

rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the key identifying the market data value which provides the rate.

rateKey() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the rateKey property.

rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the key identifying the market data value which provides the rate.

rateKey() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the rateKey property.

rateObservation(RateObservation) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the rate to be observed.

rateObservation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the rateObservation property.

RateObservation - Interface in com.opengamma.strata.product.rate

Defines a mechanism for observing an interest rate.

rateObservation(RateObservation) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the rate to be observed.

rateObservation() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the rateObservation property.

RateObservationFn<T extends RateObservation> - Interface in com.opengamma.strata.pricer.rate

Observes a rate from an index.

RatePaymentPeriod - Class in com.opengamma.strata.product.swap

A period over which a rate of interest is paid.

RatePaymentPeriod.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for RatePaymentPeriod.

RatePaymentPeriod.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for RatePaymentPeriod.

RatePeriodSwapLeg - Class in com.opengamma.strata.product.swap

A rate swap leg defined using payment and accrual periods.

RatePeriodSwapLeg.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for RatePeriodSwapLeg.

RatePeriodSwapLeg.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for RatePeriodSwapLeg.

ratePointSensitivity(Currency, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

ratePointSensitivity(FxIndexObservation, Currency) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

ratePointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

ratePointSensitivity(OvernightIndexObservation) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

ratePointSensitivity(Currency, LocalDate) - Method in interface com.opengamma.strata.market.view.FxForwardRates

Calculates the point sensitivity of the forward rate at the specified fixing date.

ratePointSensitivity(FxIndexObservation, Currency) - Method in interface com.opengamma.strata.market.view.FxIndexRates

Calculates the point sensitivity of the historic or forward rate at the specified fixing date.

ratePointSensitivity(IborIndexObservation) - Method in interface com.opengamma.strata.market.view.IborIndexRates

Calculates the point sensitivity of the historic or forward rate at the specified fixing date.

ratePointSensitivity(OvernightIndexObservation) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates

Calculates the point sensitivity of the historic or forward rate at the specified fixing date.

ratePointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates

rates() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta

The meta-property for the rates property.

rates() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta

The meta-property for the rates property.

RatesCalibrationCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of definitions to calibrate rates curves by reading from CSV resources.

RatesCurvesCsvLoader - Class in com.opengamma.strata.loader.csv

Loads a set of rates curves into memory by reading from CSV resources.

rateSensitivity(T, LocalDate, LocalDate, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.RateObservationFn

Determines the point sensitivity for the rate observation.

RatesFiniteDifferenceSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity

Computes the curve parameter sensitivity by finite difference.

RatesFiniteDifferenceSensitivityCalculator(double) - Constructor for class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator

Create an instance of the finite difference calculator.

RatesProvider - Interface in com.opengamma.strata.pricer.rate

A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.

RatesProviderGenerator - Interface in com.opengamma.strata.pricer.calibration

Generates a RatesProvider from a set of parameters.

realCoupon(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the rate of real coupon.

realCoupon() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the realCoupon property.

realPriceFromNominalPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the real price of the bond from its settlement date and nominal price.

realYieldFromCurves(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Computes the conventional real yield from the curves.

realYieldFromDirtyPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Computes the conventional real yield from the dirty price.

reason() - Method in class com.opengamma.strata.collect.result.Failure.Meta

The meta-property for the reason property.

reason() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

The meta-property for the reason property.

RECIPROCAL - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators

Reciprocal extrapolator.

RECOVERY01 - Static variable in class com.opengamma.strata.calc.config.Measures

Measure representing the (scalar) PV change to a 1 bps shift in recovery rate.

recovery01(ResolvedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer

Calculates the scalar PV change to a 1 basis point shift in recovery rate.

recoveryRate() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta

The meta-property for the recoveryRate property.

reduce(double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray

Reduces this array returning a single value.

reduce(double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Reduces this matrix returning a single value.

reduce(Map.Entry<K, V>, BinaryOperator<Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

reduce(BinaryOperator<Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

reduce(U, BiFunction<U, ? super Map.Entry<K, V>, U>, BinaryOperator<U>) - Method in class com.opengamma.strata.collect.MapStream

REF_DATA - Static variable in class com.opengamma.strata.pricer.credit.IsdaCdsHelper

referenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

The meta-property for the referenceCurrency property.

referenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

The meta-property for the referenceCurrency property.

referenceCurrency(Currency) - Method in class com.opengamma.strata.product.swap.FxReset.Builder

Sets the currency of the notional amount defined in the contract.

referenceCurrency() - Method in class com.opengamma.strata.product.swap.FxReset.Meta

The meta-property for the referenceCurrency property.

referenceCurrency(Currency) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

Sets the currency of the notional amount defined in the contract.

referenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta

The meta-property for the referenceCurrency property.

referenceCurrency(Currency) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

Sets the currency of the notional amount defined in the contract.

referenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta

The meta-property for the referenceCurrency property.

ReferenceData - Interface in com.opengamma.strata.basics.market

Provides access to reference data, such as holiday calendars and securities.

referenceData() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

The meta-property for the referenceData property.

ReferenceDataId<T> - Interface in com.opengamma.strata.basics.market

An identifier for a unique item of reference data.

ReferenceDataNotFoundException - Exception in com.opengamma.strata.basics.market

Exception thrown if reference data cannot be found.

ReferenceDataNotFoundException(String) - Constructor for exception com.opengamma.strata.basics.market.ReferenceDataNotFoundException

Creates the exception passing the exception message.

referenceDate() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

The meta-property for the referenceDate property.

referenceEntityId(StandardId) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

Sets the CDS single-name identifier, such as a RED entity code.

referenceEntityId() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta

The meta-property for the referenceEntityId property.

referenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta

The meta-property for the referenceInformation property.

referenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta

The meta-property for the referenceInformation property.

referenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta

The meta-property for the referenceInformation property.

referenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta

The meta-property for the referenceInformation property.

referenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta

The meta-property for the referenceInformation property.

referenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta

The meta-property for the referenceInformation property.

referenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta

The meta-property for the referenceInformation property.

referenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta

The meta-property for the referenceInformation property.

referenceInformation(ReferenceInformation) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the reference against which protection applies.

referenceInformation() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the referenceInformation property.

ReferenceInformation - Interface in com.opengamma.strata.product.credit

Identifies the reference that credit protection applies to.

referenceInformation(ReferenceInformation) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the reference against which protection applies.

referenceInformation() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the referenceInformation property.

ReferenceInformationType - Enum in com.opengamma.strata.product.credit

Defines the type of the CDS underlying that protection applies to.

referencePrice(ResolvedIborFutureTrade, LocalDate, double) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureTradePricer

Calculates the reference price for a futures trade.

region(Country) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

Sets the region of the index.

region() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta

The meta-property for the region property.

relative(double...) - Static method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

Creates a shift that multiplies the values at each curve node by a scaling factor.

relative(double) - Static method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

Creates a shift that multiplies the values at each curve node by a scaling factor.

relative(int, double) - Static method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

Creates a shift that multiplies the value at the specified node by a scaling factor.

relative(Curve, double) - Static method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

Returns a curve based on an underlying curve with a scaling applied to the Y values.

relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities

Converts a time and date to a relative year fraction.

relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Converts a time and date to a relative year fraction.

relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider

Converts a date to a relative double time.

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider

Converts a date to a relative double time.

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

relativeTime(LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

Converts a date to a relative year fraction.

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider

Converts a date to a relative double time.

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

relativeTolerance(double) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

Sets the relative tolerance for the root finder.

relativeTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta

The meta-property for the relativeTolerance property.

relativeYearFraction(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount

Gets the relative year fraction between the specified dates.

relativeYearFraction(LocalDate, LocalDate, DayCount.ScheduleInfo) - Method in interface com.opengamma.strata.basics.date.DayCount

Gets the relative year fraction between the specified dates.

RepoCurveDiscountFactors - Class in com.opengamma.strata.market.view

Provides access to discount factors for a repo curve.

repoCurveDiscountFactors(SecurityId, StandardId, Currency) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

Gets the discount factors of a repo curve for standard IDs and a currency.

RepoCurveDiscountFactors.Meta - Class in com.opengamma.strata.market.view

The meta-bean for RepoCurveDiscountFactors.

repoCurves(Map<Pair<BondGroup, Currency>, DiscountFactors>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

Sets the repo curves, defaulted to an empty map.

repoCurves() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

The meta-property for the repoCurves property.

RepoCurveZeroRateSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to the repo curve.

RepoCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for RepoCurveZeroRateSensitivity.

Report - Interface in com.opengamma.strata.report

Represents a business report.

ReportCalculationResults - Class in com.opengamma.strata.report

Stores a set of engine calculation results along with the context required to run reports.

ReportCalculationResults.Meta - Class in com.opengamma.strata.report

The meta-bean for ReportCalculationResults.

ReportFormatter<R extends Report> - Class in com.opengamma.strata.report.framework.format

Common base class for formatting reports into ASCII tables or CSV format.

ReportFormatter(FormatSettings<Object>) - Constructor for class com.opengamma.strata.report.framework.format.ReportFormatter

Creates a new formatter with a set of default format settings.

reportingCurrency(ReportingCurrency) - Method in class com.opengamma.strata.calc.CalculationRules.Builder

Sets the reporting currency.

reportingCurrency() - Method in class com.opengamma.strata.calc.CalculationRules.Meta

The meta-property for the reportingCurrency property.

reportingCurrency(ReportingCurrency) - Method in class com.opengamma.strata.calc.Column.Builder

Sets the reporting currency that applies to this column, overriding the default reporting currency.

reportingCurrency() - Method in class com.opengamma.strata.calc.Column.Meta

The meta-property for the reportingCurrency property.

ReportingCurrency - Class in com.opengamma.strata.calc.config

The reporting currency.

ReportingCurrency.Meta - Class in com.opengamma.strata.calc.config

The meta-bean for ReportingCurrency.

ReportingCurrencyType - Enum in com.opengamma.strata.calc.config

The available types of reporting currency.

ReportOutputFormat - Enum in com.opengamma.strata.report.framework.format

Enumerates the report output formats.

ReportRequirements - Class in com.opengamma.strata.report

Describes the requirements for a report to be run in terms of trade-level measures that can be separately obtained by the calculation engine.

ReportRequirements.Meta - Class in com.opengamma.strata.report

The meta-bean for ReportRequirements.

ReportRunner<T extends ReportTemplate> - Interface in com.opengamma.strata.report

Runs a report for a specific template type.

ReportTemplate - Interface in com.opengamma.strata.report

Marker interface for report templates.

ReportTemplateIniLoader<T extends ReportTemplate> - Interface in com.opengamma.strata.report

Loads a report template from an ini-based file format.

requirements(CalculationTarget, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.calc.config.MissingConfigCalculationFunction

requirements(I, MarketDataConfig) - Method in interface com.opengamma.strata.calc.marketdata.function.MarketDataFunction

Returns requirements representing the data needed to build the item of market data identified by the ID.

requirements(MissingMappingId, MarketDataConfig) - Method in class com.opengamma.strata.calc.marketdata.function.MissingMappingMarketDataFunction

requirements(MarketDataId, MarketDataConfig) - Method in class com.opengamma.strata.calc.marketdata.NoMatchingRulesMarketDataFunction

requirements(ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTask

Returns requirements specifying the market data the function needs to perform its calculations.

requirements(T, Set<Measure>, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.function.CalculationFunction

Determines the market data required by this function to perform its calculations.

requirements(CdsTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.credit.CdsCalculationFunction

requirements(TermDepositTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositCalculationFunction

requirements(FraTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fra.FraCalculationFunction

requirements(FxNdfTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxNdfCalculationFunction

requirements(FxSingleTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxSingleCalculationFunction

requirements(FxSwapTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.fx.FxSwapCalculationFunction

requirements(IborFutureTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.index.IborFutureCalculationFunction

requirements(BulletPaymentTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.payment.BulletPaymentCalculationFunction

requirements(GenericSecurityTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.security.GenericSecurityCalculationFunction

requirements(SecurityTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.security.SecurityCalculationFunction

requirements(DeliverableSwapFutureTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFutureCalculationFunction

requirements(SwapTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swap.SwapCalculationFunction

requirements(SwaptionTrade, Set<Measure>, ReferenceData) - Method in class com.opengamma.strata.function.calculation.swaption.SwaptionCalculationFunction

requirements(CurveGroupId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction

requirements(CurveInputsId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.CurveInputsMarketDataFunction

requirements(DiscountCurveId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.DiscountCurveMarketDataFunction

requirements(IborIndexCurveId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.IborIndexCurveMarketDataFunction

requirements(OvernightIndexCurveId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.OvernightIndexCurveMarketDataFunction

requirements(FxRateId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateMarketDataFunction

requirements() - Method in interface com.opengamma.strata.market.curve.CurveNode

Determines the market data that is required by the node.

requirements() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

requirements() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

requirements(CashFlowReportTemplate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportRunner

requirements(T) - Method in interface com.opengamma.strata.report.ReportRunner

Gets a description of the requirements to run a report for the given template.

requirements(TradeReportTemplate) - Method in class com.opengamma.strata.report.trade.TradeReportRunner

RESET_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The list of reset periods.

resetFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

Sets the periodic frequency of reset dates.

resetFrequency() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta

The meta-property for the resetFrequency property.

resetPeriods(ResetSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the reset schedule, used when averaging rates, optional.

resetPeriods() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the resetPeriods property.

ResetSchedule - Class in com.opengamma.strata.product.swap

Defines the schedule of fixing dates relative to the accrual periods.

ResetSchedule.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for ResetSchedule.

ResetSchedule.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for ResetSchedule.

Resolvable<T> - Interface in com.opengamma.strata.basics.market

An object that can be resolved against reference data.

ResolvableTrade<T extends ResolvedTrade> - Interface in com.opengamma.strata.product

A trade that can to be resolved using reference data.

resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Resolves this adjustment using the specified reference data, returning an adjuster.

resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Resolves this adjustment using the specified reference data, returning an adjuster.

resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

Resolves this identifier to a holiday calendar using the specified reference data.

resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Resolves this adjustment using the specified reference data, returning an adjuster.

resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Resolves this adjustment using the specified reference data, returning an adjuster.

resolve(ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex

Resolves this index using the specified reference data, returning a function.

resolve(ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex

Resolves this index using the specified reference data, returning a function.

resolve(ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

resolve(ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

resolve(ReferenceData) - Method in interface com.opengamma.strata.basics.market.Resolvable

Resolves this object using the specified reference data.

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFuture

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOption

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBond

resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

resolve(ReferenceData) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

resolve(ReferenceData) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.cms.Cms

resolve(ReferenceData) - Method in class com.opengamma.strata.product.cms.CmsLeg

resolve(ReferenceData) - Method in class com.opengamma.strata.product.cms.CmsTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.credit.Cds

resolve(ReferenceData) - Method in class com.opengamma.strata.product.credit.CdsTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.TermDeposit

resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fra.Fra

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fra.FraTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxNdf

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxNdfTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSingle

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSingleTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSwap

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSwapTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxVanillaOption

resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFuture

resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOption

resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.payment.BulletPayment

resolve(ReferenceData) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

resolve(ReferenceData) - Method in interface com.opengamma.strata.product.ResolvableTrade

Resolves this trade using the specified reference data.

resolve(ReferenceData) - Method in class com.opengamma.strata.product.SecurityTrade

Resolves the security identifier using the specified reference data.

resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Converts this swap leg to the equivalent ResolvedSwapLeg.

resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Converts this swap leg to the equivalent ResolvedSwapLeg.

resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Converts this swap leg to the equivalent ResolvedSwapLeg.

resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.Swap

resolve(ReferenceData) - Method in interface com.opengamma.strata.product.swap.SwapLeg

Resolves this swap leg using the specified reference data.

resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.SwapTrade

resolve(ReferenceData) - Method in class com.opengamma.strata.product.swaption.Swaption

resolve(ReferenceData) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

ResolvedBondFuture - Class in com.opengamma.strata.product.bond

A futures contract based on a basket of fixed coupon bonds, resolved for pricing.

ResolvedBondFuture.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for ResolvedBondFuture.

ResolvedBondFuture.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for ResolvedBondFuture.

ResolvedBondFutureOption - Class in com.opengamma.strata.product.bond

A futures option contract based on a basket of fixed coupon bonds, resolved for pricing.

ResolvedBondFutureOption.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for ResolvedBondFutureOption.

ResolvedBondFutureOption.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for ResolvedBondFutureOption.

ResolvedBondFutureOptionTrade - Class in com.opengamma.strata.product.bond

A trade in in an option on a futures contract based on a basket of fixed coupon bonds, resolved for pricing.

ResolvedBondFutureOptionTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for ResolvedBondFutureOptionTrade.

ResolvedBondFutureOptionTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for ResolvedBondFutureOptionTrade.

ResolvedBondFutureTrade - Class in com.opengamma.strata.product.bond

A trade in a futures contract based on a basket of fixed coupon bonds, resolved for pricing.

ResolvedBondFutureTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for ResolvedBondFutureTrade.

ResolvedBondFutureTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for ResolvedBondFutureTrade.

ResolvedBulletPayment - Class in com.opengamma.strata.product.payment

A bullet payment, resolved for pricing.

ResolvedBulletPayment.Builder - Class in com.opengamma.strata.product.payment

The bean-builder for ResolvedBulletPayment.

ResolvedBulletPayment.Meta - Class in com.opengamma.strata.product.payment

The meta-bean for ResolvedBulletPayment.

ResolvedBulletPaymentTrade - Class in com.opengamma.strata.product.payment

A bullet payment trade, resolved for pricing.

ResolvedBulletPaymentTrade.Builder - Class in com.opengamma.strata.product.payment

The bean-builder for ResolvedBulletPaymentTrade.

ResolvedBulletPaymentTrade.Meta - Class in com.opengamma.strata.product.payment

The meta-bean for ResolvedBulletPaymentTrade.

ResolvedCapitalIndexedBond - Class in com.opengamma.strata.product.bond

A capital indexed bond.

ResolvedCapitalIndexedBond.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for ResolvedCapitalIndexedBond.

ResolvedCapitalIndexedBond.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for ResolvedCapitalIndexedBond.

ResolvedCapitalIndexedBondTrade - Class in com.opengamma.strata.product.bond

A trade in a capital indexed bond, resolved for pricing.

ResolvedCapitalIndexedBondTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for ResolvedCapitalIndexedBondTrade.

ResolvedCapitalIndexedBondTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for ResolvedCapitalIndexedBondTrade.

ResolvedCds - Class in com.opengamma.strata.product.credit

A credit default swap (CDS), resolved for pricing.

ResolvedCds.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for ResolvedCds.

ResolvedCds.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for ResolvedCds.

ResolvedCdsTrade - Class in com.opengamma.strata.product.credit

A trade in a credit default swap (CDS), resolved for pricing.

ResolvedCdsTrade.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for ResolvedCdsTrade.

ResolvedCdsTrade.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for ResolvedCdsTrade.

ResolvedCms - Class in com.opengamma.strata.product.cms

A constant maturity swap (CMS) or CMS cap/floor, resolved for pricing.

ResolvedCms.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for ResolvedCms.

ResolvedCmsLeg - Class in com.opengamma.strata.product.cms

A CMS leg of a constant maturity swap (CMS) product, resolved for pricing.

ResolvedCmsLeg.Builder - Class in com.opengamma.strata.product.cms

The bean-builder for ResolvedCmsLeg.

ResolvedCmsLeg.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for ResolvedCmsLeg.

ResolvedCmsTrade - Class in com.opengamma.strata.product.cms

A trade in a constant maturity swap (CMS), resolved for pricing.

ResolvedCmsTrade.Builder - Class in com.opengamma.strata.product.cms

The bean-builder for ResolvedCmsTrade.

ResolvedCmsTrade.Meta - Class in com.opengamma.strata.product.cms

The meta-bean for ResolvedCmsTrade.

ResolvedDeliverableSwapFuture - Class in com.opengamma.strata.product.swap

A Deliverable Swap Future, resolved for pricing.

ResolvedDeliverableSwapFuture.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for ResolvedDeliverableSwapFuture.

ResolvedDeliverableSwapFuture.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for ResolvedDeliverableSwapFuture.

ResolvedDeliverableSwapFutureTrade - Class in com.opengamma.strata.product.swap

A trade in a Deliverable Swap Future, resolved for pricing.

ResolvedDeliverableSwapFutureTrade.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for ResolvedDeliverableSwapFutureTrade.

ResolvedDeliverableSwapFutureTrade.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for ResolvedDeliverableSwapFutureTrade.

ResolvedFixedCouponBond - Class in com.opengamma.strata.product.bond

A fixed coupon bond, resolved for pricing.

ResolvedFixedCouponBond.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for ResolvedFixedCouponBond.

ResolvedFixedCouponBond.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for ResolvedFixedCouponBond.

ResolvedFixedCouponBondTrade - Class in com.opengamma.strata.product.bond

A trade in a fixed coupon bond, resolved for pricing.

ResolvedFixedCouponBondTrade.Builder - Class in com.opengamma.strata.product.bond

The bean-builder for ResolvedFixedCouponBondTrade.

ResolvedFixedCouponBondTrade.Meta - Class in com.opengamma.strata.product.bond

The meta-bean for ResolvedFixedCouponBondTrade.

ResolvedFra - Class in com.opengamma.strata.product.fra

A forward rate agreement (FRA), resolved for pricing.

ResolvedFra.Builder - Class in com.opengamma.strata.product.fra

The bean-builder for ResolvedFra.

ResolvedFra.Meta - Class in com.opengamma.strata.product.fra

The meta-bean for ResolvedFra.

ResolvedFraTrade - Class in com.opengamma.strata.product.fra

A trade in a forward rate agreement (FRA), resolved for pricing.

ResolvedFraTrade.Builder - Class in com.opengamma.strata.product.fra

The bean-builder for ResolvedFraTrade.

ResolvedFraTrade.Meta - Class in com.opengamma.strata.product.fra

The meta-bean for ResolvedFraTrade.

ResolvedFxNdf - Class in com.opengamma.strata.product.fx

A Non-Deliverable Forward (NDF), resolved for pricing.

ResolvedFxNdf.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for ResolvedFxNdf.

ResolvedFxNdf.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for ResolvedFxNdf.

ResolvedFxNdfTrade - Class in com.opengamma.strata.product.fx

A trade in a Non-Deliverable Forward (NDF), resolved for pricing.

ResolvedFxNdfTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for ResolvedFxNdfTrade.

ResolvedFxNdfTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for ResolvedFxNdfTrade.

ResolvedFxSingle - Class in com.opengamma.strata.product.fx

A single FX transaction, resolved for pricing.

ResolvedFxSingle.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for ResolvedFxSingle.

ResolvedFxSingleTrade - Class in com.opengamma.strata.product.fx

A trade in a single FX transaction, resolved for pricing.

ResolvedFxSingleTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for ResolvedFxSingleTrade.

ResolvedFxSingleTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for ResolvedFxSingleTrade.

ResolvedFxSwap - Class in com.opengamma.strata.product.fx

An FX Swap, resolved for pricing.

ResolvedFxSwap.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for ResolvedFxSwap.

ResolvedFxSwapTrade - Class in com.opengamma.strata.product.fx

A trade in an FX swap, resolved for pricing.

ResolvedFxSwapTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for ResolvedFxSwapTrade.

ResolvedFxSwapTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for ResolvedFxSwapTrade.

ResolvedFxVanillaOption - Class in com.opengamma.strata.product.fx

A vanilla FX option, resolved for pricing.

ResolvedFxVanillaOption.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for ResolvedFxVanillaOption.

ResolvedFxVanillaOption.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for ResolvedFxVanillaOption.

ResolvedFxVanillaOptionTrade - Class in com.opengamma.strata.product.fx

A trade in a vanilla FX option, resolved for pricing.

ResolvedFxVanillaOptionTrade.Builder - Class in com.opengamma.strata.product.fx

The bean-builder for ResolvedFxVanillaOptionTrade.

ResolvedFxVanillaOptionTrade.Meta - Class in com.opengamma.strata.product.fx

The meta-bean for ResolvedFxVanillaOptionTrade.

ResolvedIborCapFloor - Class in com.opengamma.strata.product.capfloor

An Ibor cap/floor, resolved for pricing.

ResolvedIborCapFloor.Meta - Class in com.opengamma.strata.product.capfloor

The meta-bean for ResolvedIborCapFloor.

ResolvedIborCapFloorLeg - Class in com.opengamma.strata.product.capfloor

An Ibor cap/floor leg of an Ibor cap/floor product, resolved for pricing.

ResolvedIborCapFloorLeg.Builder - Class in com.opengamma.strata.product.capfloor

The bean-builder for ResolvedIborCapFloorLeg.

ResolvedIborCapFloorLeg.Meta - Class in com.opengamma.strata.product.capfloor

The meta-bean for ResolvedIborCapFloorLeg.

ResolvedIborCapFloorTrade - Class in com.opengamma.strata.product.capfloor

A trade in an Ibor cap/floor, resolved for pricing.

ResolvedIborCapFloorTrade.Builder - Class in com.opengamma.strata.product.capfloor

The bean-builder for ResolvedIborCapFloorTrade.

ResolvedIborCapFloorTrade.Meta - Class in com.opengamma.strata.product.capfloor

The meta-bean for ResolvedIborCapFloorTrade.

ResolvedIborFixingDeposit - Class in com.opengamma.strata.product.deposit

An Ibor fixing deposit, resolved for pricing.

ResolvedIborFixingDeposit.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for ResolvedIborFixingDeposit.

ResolvedIborFixingDeposit.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for ResolvedIborFixingDeposit.

ResolvedIborFixingDepositTrade - Class in com.opengamma.strata.product.deposit

A trade in an Ibor fixing deposit, resolved for pricing.

ResolvedIborFixingDepositTrade.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for ResolvedIborFixingDepositTrade.

ResolvedIborFixingDepositTrade.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for ResolvedIborFixingDepositTrade.

ResolvedIborFuture - Class in com.opengamma.strata.product.index

A futures contract based on an Ibor index, resolved for pricing.

ResolvedIborFuture.Builder - Class in com.opengamma.strata.product.index

The bean-builder for ResolvedIborFuture.

ResolvedIborFuture.Meta - Class in com.opengamma.strata.product.index

The meta-bean for ResolvedIborFuture.

ResolvedIborFutureOption - Class in com.opengamma.strata.product.index

A futures option contract based on an Ibor index, resolved for pricing.

ResolvedIborFutureOption.Builder - Class in com.opengamma.strata.product.index

The bean-builder for ResolvedIborFutureOption.

ResolvedIborFutureOption.Meta - Class in com.opengamma.strata.product.index

The meta-bean for ResolvedIborFutureOption.

ResolvedIborFutureOptionTrade - Class in com.opengamma.strata.product.index

A trade in an option on a futures contract based on an Ibor index, resolved for pricing.

ResolvedIborFutureOptionTrade.Builder - Class in com.opengamma.strata.product.index

The bean-builder for ResolvedIborFutureOptionTrade.

ResolvedIborFutureOptionTrade.Meta - Class in com.opengamma.strata.product.index

The meta-bean for ResolvedIborFutureOptionTrade.

ResolvedIborFutureTrade - Class in com.opengamma.strata.product.index

A trade in a futures contract based on an Ibor index, resolved for pricing.

ResolvedIborFutureTrade.Builder - Class in com.opengamma.strata.product.index

The bean-builder for ResolvedIborFutureTrade.

ResolvedIborFutureTrade.Meta - Class in com.opengamma.strata.product.index

The meta-bean for ResolvedIborFutureTrade.

ResolvedProduct - Interface in com.opengamma.strata.product

A product that has been resolved for pricing.

ResolvedSwap - Class in com.opengamma.strata.product.swap

A rate swap, resolved for pricing.

ResolvedSwap.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for ResolvedSwap.

ResolvedSwap.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for ResolvedSwap.

ResolvedSwapLeg - Class in com.opengamma.strata.product.swap

A resolved swap leg, with dates calculated ready for pricing.

ResolvedSwapLeg.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for ResolvedSwapLeg.

ResolvedSwapLeg.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for ResolvedSwapLeg.

ResolvedSwaption - Class in com.opengamma.strata.product.swaption

A swaption, resolved for pricing.

ResolvedSwaption.Builder - Class in com.opengamma.strata.product.swaption

The bean-builder for ResolvedSwaption.

ResolvedSwaption.Meta - Class in com.opengamma.strata.product.swaption

The meta-bean for ResolvedSwaption.

ResolvedSwaptionTrade - Class in com.opengamma.strata.product.swaption

A trade in a swaption, resolved for pricing.

ResolvedSwaptionTrade.Builder - Class in com.opengamma.strata.product.swaption

The bean-builder for ResolvedSwaptionTrade.

ResolvedSwaptionTrade.Meta - Class in com.opengamma.strata.product.swaption

The meta-bean for ResolvedSwaptionTrade.

ResolvedSwapTrade - Class in com.opengamma.strata.product.swap

A trade in a rate swap, resolved for pricing.

ResolvedSwapTrade.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for ResolvedSwapTrade.

ResolvedSwapTrade.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for ResolvedSwapTrade.

ResolvedTermDeposit - Class in com.opengamma.strata.product.deposit

A term deposit, resolved for pricing.

ResolvedTermDeposit.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for ResolvedTermDeposit.

ResolvedTermDeposit.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for ResolvedTermDeposit.

ResolvedTermDepositTrade - Class in com.opengamma.strata.product.deposit

A trade in a term deposit, resolved for pricing.

ResolvedTermDepositTrade.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for ResolvedTermDepositTrade.

ResolvedTermDepositTrade.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for ResolvedTermDepositTrade.

resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode

Creates a resolved trade representing the instrument at the node.

resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

resolvedTrade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

ResolvedTrade - Interface in com.opengamma.strata.product

A trade that has been resolved for pricing.

resolvedTrades(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Creates a list of trades representing the instrument at each node.

resolveValues(List<SchedulePeriod>) - Method in class com.opengamma.strata.basics.value.ValueSchedule

Resolves the value and adjustments against a specific schedule.

RESOURCE_DIRS_PROPERTY - Static variable in class com.opengamma.strata.collect.io.ResourceConfig

The system property defining the comma separated list of groups.

ResourceConfig - Class in com.opengamma.strata.collect.io

Provides access to configuration files.

ResourceLocator - Class in com.opengamma.strata.collect.io

A locator for a resource, specified as a file or classpath resource.

RestructuringClause - Enum in com.opengamma.strata.product.credit

Specifies the form of the restructuring credit event that is applicable to the credit default swap.

restructuringClause(RestructuringClause) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

Sets the applicable restructuring.

restructuringClause() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta

The meta-property for the restructuringClause property.

result() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

Returns the aggregate result of the calculations, blocking until it is available.

result(Result<?>) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

Sets the result of the calculation.

result() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta

The meta-property for the result property.

Result<T> - Class in com.opengamma.strata.collect.result

An immutable calculation result.

Result.Meta<T> - Class in com.opengamma.strata.collect.result

The meta-bean for Result.

resultReceived(CalculationResult) - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener

resultReceived(CalculationResult) - Method in interface com.opengamma.strata.calc.runner.CalculationListener

Invoked when a calculation completes.

Results - Class in com.opengamma.strata.calc.runner

Results of performing calculations for a set of targets over a set of scenarios.

Results.Builder - Class in com.opengamma.strata.calc.runner

The bean-builder for Results.

Results.Meta - Class in com.opengamma.strata.calc.runner

The meta-bean for Results.

reverseLookup(T) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames

Looks up the external name given a standard enum instance.

rhoSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

The meta-property for the rhoSensitivity property.

rightExtrapolate(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator

Right extrapolates the y-value from the specified x-value.

rightExtrapolateFirstDerivative(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator

Calculates the first derivative of the right extrapolated y-value at the specified x-value.

rightExtrapolateParameterSensitivity(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator

Calculates the parameter sensitivities of the right extrapolated y-value at the specified x-value.

rollConvention(RollConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional convention defining how to roll dates.

rollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the rollConvention property.

RollConvention - Interface in com.opengamma.strata.basics.schedule

A convention defining how to roll dates.

rollConvention(RollConvention) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

Sets the roll convention used when building the schedule.

rollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta

The meta-property for the rollConvention property.

rollConvention(RollConvention) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the roll convention of the bond payments.

rollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the rollConvention property.

rollConvention(RollConvention) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the roll convention of the bond payments.

rollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the rollConvention property.

rollConvention(RollConvention) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

Sets the roll convention

rollConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

The meta-property for the rollConvention property.

rollConvention(RollConvention) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the roll convention.

rollConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the rollConvention property.

rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the convention defining how to roll dates, optional with defaulting getter.

rollConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the rollConvention property.

rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the convention defining how to roll dates, optional with defaulting getter.

rollConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the rollConvention property.

rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the convention defining how to roll dates, optional with defaulting getter.

rollConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the rollConvention property.

RollConventions - Class in com.opengamma.strata.basics.schedule

Constants and implementations for standard roll conventions.

RON - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'RON' - Romanian New Leu.

RootFinderConfig - Class in com.opengamma.strata.function.marketdata.curve

Configuration for the root finder used when calibrating curves.

RootFinderConfig.Builder - Class in com.opengamma.strata.function.marketdata.curve

The bean-builder for RootFinderConfig.

RootFinderConfig.Meta - Class in com.opengamma.strata.function.marketdata.curve

The meta-bean for RootFinderConfig.

round(double) - Method in class com.opengamma.strata.basics.value.HalfUpRounding

round(BigDecimal) - Method in class com.opengamma.strata.basics.value.HalfUpRounding

round(double) - Method in interface com.opengamma.strata.basics.value.Rounding

Rounds the specified value according to the rules of the convention.

round(BigDecimal) - Method in interface com.opengamma.strata.basics.value.Rounding

Rounds the specified value according to the rules of the convention.

Rounding - Interface in com.opengamma.strata.basics.value

A convention defining how to round a number.

rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the definition of how to round the futures price, defaulted to no rounding.

rounding() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the rounding property.

rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the definition of how to round the option price, defaulted to no rounding.

rounding() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the rounding property.

rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the definition of how to round the option price, defaulted to no rounding.

rounding() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the rounding property.

rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

Sets the definition of how to round the futures price, defaulted to no rounding.

rounding() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta

The meta-property for the rounding property.

rounding(Rounding) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the definition of how to round the futures price, defaulted to no rounding.

rounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the rounding property.

rounding(Rounding) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

Sets the definition of how to round the option price, defaulted to no rounding.

rounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

The meta-property for the rounding property.

rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the definition of how to round the futures price, defaulted to no rounding.

rounding() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the rounding property.

rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the definition of how to round the option price, defaulted to no rounding.

rounding() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the rounding property.

rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the definition of how to round the option price, defaulted to no rounding.

rounding() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the rounding property.

rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

Sets the definition of how to round the futures price, defaulted to no rounding.

rounding() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta

The meta-property for the rounding property.

rounding(Rounding) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

Sets the definition of how to round the futures price, defaulted to no rounding.

rounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

The meta-property for the rounding property.

rounding(Rounding) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

Sets the definition of how to round the option price, defaulted to no rounding.

rounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

The meta-property for the rounding property.

row(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the row at the specified index.

row(int) - Method in class com.opengamma.strata.collect.io.CsvFile

Gets a single row.

rowArray(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the row at the specified index as an independent array.

rowCount(int) - Method in class com.opengamma.strata.calc.runner.Results.Builder

Sets the number of rows in the results.

rowCount() - Method in class com.opengamma.strata.calc.runner.Results.Meta

The meta-property for the rowCount property.

rowCount() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the number of rows of this matrix.

rowCount() - Method in class com.opengamma.strata.collect.io.CsvFile

Gets the number of data rows.

rowIndex(int) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

Sets the row index of the value in the results grid.

rowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta

The meta-property for the rowIndex property.

rows() - Method in class com.opengamma.strata.collect.io.CsvFile

Gets all data rows in the file.

RU - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'RU' = Russia.

RUB - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'RUB' - Russian Ruble.

rules() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta

The meta-property for the rules property.

run() - Method in interface com.opengamma.strata.collect.function.CheckedRunnable

Performs an action.

runInstant(Instant) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the instant at which the report was run.

runInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

The meta-property for the runInstant property.

runInstant(Instant) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the instant at which the report was run.

runInstant() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

The meta-property for the runInstant property.

runnable(CheckedRunnable) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the Runnable interface.

runReport(ReportCalculationResults, CashFlowReportTemplate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportRunner

runReport(ReportCalculationResults, T) - Method in interface com.opengamma.strata.report.ReportRunner

Runs a report from a set of calculation results.

runReport(ReportCalculationResults, TradeReportTemplate) - Method in class com.opengamma.strata.report.trade.TradeReportRunner

S

SA - Static variable in class com.opengamma.strata.basics.location.Country

The country 'SA' - Saudi Arabia.

SabrExtrapolationReplicationCmsLegPricer - Class in com.opengamma.strata.pricer.cms

Pricer for for CMS legs by swaption replication on a SABR formula with extrapolation.

SabrExtrapolationReplicationCmsLegPricer(SabrExtrapolationReplicationCmsPeriodPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer

Creates an instance.

SabrExtrapolationReplicationCmsProductPricer - Class in com.opengamma.strata.pricer.cms

Pricer for CMS products by swaption replication on a SABR formula with extrapolation.

SabrExtrapolationReplicationCmsProductPricer(SabrExtrapolationReplicationCmsLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer

Creates an instance.

SabrExtrapolationReplicationCmsTradePricer - Class in com.opengamma.strata.pricer.cms

Pricer for CMS trade by swaption replication on a SABR formula with extrapolation.

SabrExtrapolationReplicationCmsTradePricer(SabrExtrapolationReplicationCmsProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer

Creates an instance.

SabrParametersSwaptionVolatilities - Class in com.opengamma.strata.pricer.swaption

Volatility environment for swaptions in the SABR model.

SabrParametersSwaptionVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption

The meta-bean for SabrParametersSwaptionVolatilities.

SabrSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with par yield curve method of cash settlement in SABR model.

SabrSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer

Creates an instance.

SabrSwaptionCashParYieldTradePricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption trade with par yield curve method of cash settlement in SABR model.

SabrSwaptionCashParYieldTradePricer(SabrSwaptionCashParYieldProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer

Creates an instance.

SabrSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with physical settlement in SABR model on the swap rate.

SabrSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer

Creates an instance.

SabrSwaptionPhysicalTradePricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption trade with physical settlement in SABR model.

SabrSwaptionPhysicalTradePricer(SabrSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer

Creates an instance.

SabrSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption

Volatility for swaptions in SABR model.

SAR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'SAR' - Saudi Riyal.

SAT_SUN - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for a calendar declaring all days as business days except Saturday/Sunday weekends, with code 'SatSun'.

SAT_SUN - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

An instance declaring all days as business days except Saturday/Sunday weekends.

scalingFactor() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta

The meta-property for the scalingFactor property.

scenario(int) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData

Returns market data for a single scenario.

scenario(int) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData

scenarioCount() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

The meta-property for the scenarioCount property.

scenarioCount() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta

The meta-property for the scenarioCount property.

ScenarioDefinition - Class in com.opengamma.strata.calc.marketdata.scenario

A scenario definition defines how to create multiple sets of market data for running calculations over a set of scenarios.

ScenarioDefinition.Builder - Class in com.opengamma.strata.calc.marketdata.scenario

The bean-builder for ScenarioDefinition.

ScenarioDefinition.Meta - Class in com.opengamma.strata.calc.marketdata.scenario

The meta-bean for ScenarioDefinition.

ScenarioMarketDataBox<T> - Class in com.opengamma.strata.basics.market

A market data box containing an object which can provide market data for multiple scenarios.

ScenarioMarketDataBox.Builder<T> - Class in com.opengamma.strata.basics.market

The bean-builder for ScenarioMarketDataBox.

ScenarioMarketDataBox.Meta<T> - Class in com.opengamma.strata.basics.market

The meta-bean for ScenarioMarketDataBox.

ScenarioMarketDataKey<T,U extends ScenarioMarketDataValue<T>> - Interface in com.opengamma.strata.basics.market

Market data key used by functions that need access to objects containing market data for multiple scenarios.

ScenarioMarketDataValue<T> - Interface in com.opengamma.strata.basics.market

Provides multiple values of an item of market data, one for each scenario.

scenarioNames(List<String>) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

Sets the names of the scenarios.

scenarioNames(String...) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

Sets the scenarioNames property in the builder from an array of objects.

scenarioNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta

The meta-property for the scenarioNames property.

ScenarioPerturbation<T> - Interface in com.opengamma.strata.calc.marketdata.scenario

Describes a perturbation applied to a market data box to create market data for use in one or more scenarios.

ScenarioRateProvider - Class in com.opengamma.strata.calc.runner.function.result

A provider of FX rates which takes its data from one scenario in a set of data for multiple scenarios.

ScenarioResult<T> - Interface in com.opengamma.strata.calc.runner.function.result

A container for multiple results produced by performing a single calculation across multiple scenarios.

scenarios() - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData

Returns a stream of market data, one for each scenario.

scenarios() - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData

ScenarioValuesList<T> - Class in com.opengamma.strata.basics.market

A simple ScenarioMarketDataValue implementation containing a list of single market data values, one for each scenario.

ScenarioValuesList.Meta<T> - Class in com.opengamma.strata.basics.market

The meta-bean for ScenarioValuesList.

Schedule - Class in com.opengamma.strata.basics.schedule

A complete schedule of periods (date ranges), with both unadjusted and adjusted dates.

Schedule.Builder - Class in com.opengamma.strata.basics.schedule

The bean-builder for Schedule.

Schedule.Meta - Class in com.opengamma.strata.basics.schedule

The meta-bean for Schedule.

ScheduleException - Exception in com.opengamma.strata.basics.schedule

Exception thrown when a schedule cannot be calculated.

ScheduleException(String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException

Creates an instance.

ScheduleException(PeriodicSchedule, String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException

Creates an instance, specifying the definition that caused the problem.

SchedulePeriod - Class in com.opengamma.strata.basics.schedule

A period in a schedule.

SchedulePeriod.Builder - Class in com.opengamma.strata.basics.schedule

The bean-builder for SchedulePeriod.

SchedulePeriod.Meta - Class in com.opengamma.strata.basics.schedule

The meta-bean for SchedulePeriod.

scheme() - Method in class com.opengamma.strata.basics.market.StandardId.Meta

The meta-property for the scheme property.

SE - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'SE' - Sweden.

seasonality() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

The meta-property for the seasonality property.

second() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta

The meta-property for the second property.

second() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta

The meta-property for the second property.

second() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta

The meta-property for the second property.

second() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta

The meta-property for the second property.

second() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta

The meta-property for the second property.

second() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta

The meta-property for the second property.

second() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

The meta-property for the second property.

section(String) - Method in class com.opengamma.strata.collect.io.IniFile

Gets a single section of this INI file.

sections() - Method in class com.opengamma.strata.collect.io.IniFile

Returns the set of sections of this INI file.

SecuritizedProduct - Interface in com.opengamma.strata.product

The product details of a financial instrument that is traded as a security.

SecuritizedProductTrade - Interface in com.opengamma.strata.product

A trade that is directly based on a securitized product.

security(GenericSecurity) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

Sets the security that was traded.

security() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta

The meta-property for the security property.

Security - Interface in com.opengamma.strata.product

A security that can be traded.

SecurityAttributeType<T> - Class in com.opengamma.strata.product

The type that provides meaning to a security attribute.

SecurityCalculationFunction - Class in com.opengamma.strata.function.calculation.security

Perform calculations on a single SecurityTrade for each of a set of scenarios.

SecurityCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.security.SecurityCalculationFunction

Creates an instance.

SecurityFunctionGroups - Class in com.opengamma.strata.function.calculation.security

Contains function groups for built-in simple security calculation functions.

securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

Sets the security identifier.

securityId() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta

The meta-property for the securityId property.

securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the security identifier.

securityId() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the securityId property.

securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets the security identifier.

securityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the securityId property.

securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the security identifier.

securityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the securityId property.

securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

Sets the security identifier.

securityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta

The meta-property for the securityId property.

securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

Sets the security identifier.

securityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

The meta-property for the securityId property.

securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the security identifier.

securityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the securityId property.

securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the security identifier.

securityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the securityId property.

securityId(SecurityId) - Method in class com.opengamma.strata.product.equity.Equity.Builder

Sets the security identifier.

securityId() - Method in class com.opengamma.strata.product.equity.Equity.Meta

The meta-property for the securityId property.

securityId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

Sets the security identifier.

securityId() - Method in class com.opengamma.strata.product.index.IborFuture.Meta

The meta-property for the securityId property.

securityId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the security identifier.

securityId() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the securityId property.

securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

Sets the security identifier.

securityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta

The meta-property for the securityId property.

securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

Sets the security identifier.

securityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

The meta-property for the securityId property.

SecurityId - Class in com.opengamma.strata.product

An identifier for a security.

securityId(SecurityId) - Method in class com.opengamma.strata.product.SecurityTrade.Builder

Sets the identifier of the security that was traded.

securityId() - Method in class com.opengamma.strata.product.SecurityTrade.Meta

The meta-property for the securityId property.

securityId(SecurityId) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

Sets the security identifier.

securityId() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

The meta-property for the securityId property.

securityId(SecurityId) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder

Sets the security identifier.

securityId() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta

The meta-property for the securityId property.

SecurityInfo - Class in com.opengamma.strata.product

Information about a security.

SecurityInfo.Meta - Class in com.opengamma.strata.product

The meta-bean for SecurityInfo.

SecurityInfoBuilder - Class in com.opengamma.strata.product

Builder to create SecurityInfo.

SecurityPriceInfo - Class in com.opengamma.strata.product

Defines the meaning of the security price.

SecurityPriceInfo.Meta - Class in com.opengamma.strata.product

The meta-bean for SecurityPriceInfo.

SecurityTrade - Class in com.opengamma.strata.product

A trade representing the purchase or sale of a security, where the security is referenced by identifier.

SecurityTrade.Builder - Class in com.opengamma.strata.product

The bean-builder for SecurityTrade.

SecurityTrade.Meta - Class in com.opengamma.strata.product

The meta-bean for SecurityTrade.

SEK - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'SEK' - Swedish Krona.

selectParty(ListMultimap<String, String>) - Method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector

Selects "our" party from the specified set.

seniority(SeniorityLevel) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

Sets the seniority.

seniority() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta

The meta-property for the seniority property.

SeniorityLevel - Enum in com.opengamma.strata.product.credit

Specifies the repayment precedence of a debt instrument.

sensitivities() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta

The meta-property for the sensitivities property.

sensitivities() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta

The meta-property for the sensitivities property.

sensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta

The meta-property for the sensitivities property.

sensitivities() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities.Meta

The meta-property for the sensitivities property.

sensitivities() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta

The meta-property for the sensitivities property.

sensitivities() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities.Meta

The meta-property for the sensitivities property.

sensitivities(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.calibration.CalibrationMeasure

Calculates the parameter sensitivities that relate to the value.

sensitivities(T, RatesProvider) - Method in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure

sensitivities(T, RatesProvider) - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

sensitivities() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta

The meta-property for the sensitivities property.

sensitivity() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity.Meta

The meta-property for the sensitivity property.

sensitivity(CurveCurrencyParameterSensitivities, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator

Calculates the market quote sensitivities from parameter sensitivity.

sensitivity(ImmutableRatesProvider, Function<ImmutableRatesProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator

Computes the first order sensitivities of a function of a RatesProvider to a double by finite difference.

sensitivity(LegalEntityDiscountingProvider, Function<LegalEntityDiscountingProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator

Computes the first order sensitivities of a function of a LegalEntityDiscountingProvider to a double by finite difference.

sequenceNumber(int) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

Sets the sequence number of the futures.

sequenceNumber() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta

The meta-property for the sequenceNumber property.

sequential() - Method in class com.opengamma.strata.collect.MapStream

set(String, Object) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.CalculationRules.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.CalculationRules.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.Column.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.Column.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

set(String, Object) - Method in class com.opengamma.strata.calc.runner.Results.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.runner.Results.Builder

set(String, Object) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

set(String, Object) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder

set(String, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

set(String, Object) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

set(String, Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

set(String, Object) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.Cds.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.Cds.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.equity.Equity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.equity.Equity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fra.Fra.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.Fra.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

set(String, Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder

set(String, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.SecurityTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.SecurityTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.FxReset.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FxReset.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.Swap.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.Swap.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

set(String, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

set(String, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.CalculationRules.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.Column.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.runner.Results.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.Cds.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.equity.Equity.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.Fra.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.SecurityTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.FxReset.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.Swap.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

setString(String, String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

setString(String, String) - Method in class com.opengamma.strata.calc.CalculationRules.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.CalculationRules.Builder

setString(String, String) - Method in class com.opengamma.strata.calc.Column.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.Column.Builder

setString(String, String) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder

setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder

setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

setString(String, String) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

setString(String, String) - Method in class com.opengamma.strata.calc.runner.Results.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.runner.Results.Builder

setString(String, String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

setString(String, String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder

setString(String, String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

setString(String, String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

setString(String, String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

setString(String, String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

setString(String, String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

setString(String, String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

setString(String, String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

setString(String, String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

setString(String, String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

setString(String, String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

setString(String, String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

setString(String, String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

setString(String, String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

setString(String, String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

setString(String, String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

setString(String, String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.credit.Cds.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.Cds.Builder

setString(String, String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder

setString(String, String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

setString(String, String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

setString(String, String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.product.equity.Equity.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.equity.Equity.Builder

setString(String, String) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder

setString(String, String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fra.Fra.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.Fra.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder

setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

setString(String, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

setString(String, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

setString(String, String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder

setString(String, String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

setString(String, String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.SecurityTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.SecurityTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.FxReset.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.FxReset.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.Swap.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.Swap.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

setString(String, String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

setString(String, String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

settings(Class<? extends T>, FormatSettings<Object>) - Method in class com.opengamma.strata.report.framework.format.FormatSettingsProvider

Obtains the format settings for a given type.

SETTINGS_REPORT_TYPE - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader

The report type property name, in the settings section.

SETTINGS_SECTION - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader

The settings section name.

settleLagDays(int) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the settlement lag in days.

settleLagDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the settleLagDays property.

settlement(PaymentPeriod) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

Sets the settlement of the bond trade.

settlement() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta

The meta-property for the settlement property.

settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

Sets the notional amount in the settlement currency, positive if receiving, negative if paying.

settlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta

The meta-property for the settlementCurrencyNotional property.

settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

Sets the notional amount in the settlement currency, positive if receiving, negative if paying.

settlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta

The meta-property for the settlementCurrencyNotional property.

settlementDate(LocalDate) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder

Sets the settlement date.

settlementDate() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta

The meta-property for the settlementDate property.

settlementDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the settlementDate property.

settlementDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfoBuilder

Sets the settlement date, optional.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the settlementDateOffset property.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the settlementDateOffset property.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the settlementDateOffset property.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the settlementDateOffset property.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the settlementDateOffset property.

settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets the number of days between valuation date and settlement date.

settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the settlementDateOffset property.

SettlementType - Enum in com.opengamma.strata.product.swaption

Settlement types for Swaption.

SFE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions

The 'SFE' roll convention which adjusts the date to the second Friday.

SG - Static variable in class com.opengamma.strata.basics.location.Country

The country 'SG' - Singapore.

SGD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'SGD' - Singapore Dollar.

shift(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar

Shifts the date by the specified number of business days.

shift(LocalDate, int) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

shift(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

shift(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities

Calculates the shift parameter for the specified time to expiry and instrument tenor.

shiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta

The meta-property for the shiftAmount property.

shiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta

The meta-property for the shiftAmount property.

shiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta

The meta-property for the shiftAmount property.

shiftAmounts() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta

The meta-property for the shiftAmounts property.

shiftedBy(DoubleBinaryOperator) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

shiftedBy(DoubleBinaryOperator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

shiftedBy(DoubleBinaryOperator) - Method in interface com.opengamma.strata.market.curve.NodalCurve

Returns a new curve where each y-value has been shifted.

shiftedBy(List<ValueAdjustment>) - Method in interface com.opengamma.strata.market.curve.NodalCurve

Returns a new curve where each y-value has been shifted.

shiftedBy(DoubleTernaryOperator) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

shiftedBy(DoubleTernaryOperator) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

shiftedBy(DoubleTernaryOperator) - Method in interface com.opengamma.strata.market.surface.NodalSurface

Returns a new surface where each z-value has been shifted.

shiftedBy(List<ValueAdjustment>) - Method in interface com.opengamma.strata.market.surface.NodalSurface

Returns a new surface where each z-value has been shifted.

shifts() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta

The meta-property for the shifts property.

shifts() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta

The meta-property for the shifts property.

shiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta

The meta-property for the shiftType property.

shiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta

The meta-property for the shiftType property.

shiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta

The meta-property for the shiftType property.

shiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta

The meta-property for the shiftType property.

shiftType() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta

The meta-property for the shiftType property.

shiftType() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta

The meta-property for the shiftType property.

ShiftType - Enum in com.opengamma.strata.market

Enum representing alternative ways to apply a shift which modifies the value of a piece of market data.

shortObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta

The meta-property for the shortObservation property.

sign() - Method in enum com.opengamma.strata.basics.LongShort

Returns the sign, where 'Long' returns 1 and 'Short' returns -1.

SimpleCurveNodeMetadata - Class in com.opengamma.strata.market.curve.meta

Simple curve node metadata that defines a date and label.

SimpleCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve.meta

The meta-bean for SimpleCurveNodeMetadata.

SimpleDiscountFactors - Class in com.opengamma.strata.market.view

Provides access to discount factors for a currency based on a discount factor curve.

SimpleDiscountFactors.Meta - Class in com.opengamma.strata.market.view

The meta-bean for SimpleDiscountFactors.

SimpleIborIndexRates - Class in com.opengamma.strata.market.view

An Ibor index curve providing rates directly from a forward rates curve.

SimpleIborIndexRates.Meta - Class in com.opengamma.strata.market.view

The meta-bean for SimpleIborIndexRates.

SimpleMarketDataKey<T> - Interface in com.opengamma.strata.basics.market

Interface for market data keys representing simple types of market data for which no market data rules are required.

SimpleStrike - Class in com.opengamma.strata.market.option

A simple strike value.

SimpleStrike.Meta - Class in com.opengamma.strata.market.option

The meta-bean for SimpleStrike.

SingleCalculationMarketData - Class in com.opengamma.strata.calc.runner

A single scenario view of multi-scenario market data.

SingleMarketDataBox<T> - Class in com.opengamma.strata.basics.market

A market data box containing a single value which is used in all scenarios.

SingleMarketDataBox.Builder<T> - Class in com.opengamma.strata.basics.market

The bean-builder for SingleMarketDataBox.

SingleMarketDataBox.Meta<T> - Class in com.opengamma.strata.basics.market

The meta-bean for SingleMarketDataBox.

SingleNameReferenceInformation - Class in com.opengamma.strata.product.credit

Reference data for a CDS single-name.

SingleNameReferenceInformation.Builder - Class in com.opengamma.strata.product.credit

The bean-builder for SingleNameReferenceInformation.

SingleNameReferenceInformation.Meta - Class in com.opengamma.strata.product.credit

The meta-bean for SingleNameReferenceInformation.

SingleScenarioResult<T> - Class in com.opengamma.strata.calc.runner.function.result

A scenario result holding one value that is valid for all scenarios.

SingleScenarioResult.Meta<T> - Class in com.opengamma.strata.calc.runner.function.result

The meta-bean for SingleScenarioResult.

singleValueFailures(Map<MarketDataId<?>, Failure>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

Sets details of failures when building single market data values.

singleValueFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta

The meta-property for the singleValueFailures property.

singleValueRequirements(Set<? extends MarketDataKey<?>>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

Sets keys identifying the market data values required for the calculations.

singleValueRequirements(MarketDataKey<?>...) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

Sets the singleValueRequirements property in the builder from an array of objects.

singleValueRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta

The meta-property for the singleValueRequirements property.

size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Gets the number of stored amounts.

size() - Method in class com.opengamma.strata.basics.schedule.Schedule

Gets the number of periods in the schedule.

size() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

size() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

size() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Returns the number of currency values for each currency.

size() - Method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult

Returns the number of values in the result.

size() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult

size() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray

size() - Method in class com.opengamma.strata.collect.array.DoubleArray

Gets the size of this array.

size() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Gets the size of this matrix.

size() - Method in interface com.opengamma.strata.collect.array.Matrix

Gets the size of the matrix.

size() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Return the size of this time-series.

size() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Gets the number of elements held by this pair.

size() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Gets the number of elements held by this pair.

size() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Gets the number of elements held by this pair.

size() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Gets the number of elements held by this pair.

size() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Gets the number of elements held by this pair.

size() - Method in class com.opengamma.strata.collect.tuple.Pair

Gets the number of elements held by this pair.

size() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the number of elements held by this triple.

size() - Method in interface com.opengamma.strata.collect.tuple.Tuple

Gets the number of elements held by this tuple.

size() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Gets the number of sensitivity entries.

size() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

Gets the number of sensitivity entries.

size() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Gets the number of sensitivity entries.

size() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Gets the number of sensitivity entries.

size() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Gets the number of sensitivity entries.

size() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities

Gets the number of sensitivity entries.

SK - Static variable in class com.opengamma.strata.basics.location.Country

The currency 'SK' - Slovakia.

skip(long) - Method in class com.opengamma.strata.collect.MapStream

SmileAndBucketedSensitivities - Class in com.opengamma.strata.pricer.fx

Combines information about a volatility smile expressed in delta form and its sensitivities.

smileAndSensitivitiesForTime(double, DoubleArray) - Method in interface com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructure

smileAndSensitivitiesForTime(double, DoubleArray) - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure

Calculates the smile at a given time and the sensitivities with respect to the volatility data points.

SmileDeltaParameters - Class in com.opengamma.strata.pricer.fx

A delta dependent smile as used in Forex market.

SmileDeltaParameters.Meta - Class in com.opengamma.strata.pricer.fx

The meta-bean for SmileDeltaParameters.

SmileDeltaTermStructure - Interface in com.opengamma.strata.pricer.fx

A term structure of smile as used in Forex market.

smileForTime(double) - Method in interface com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructure

smileForTime(double) - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure

Calculates the smile at a given time.

sort() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Sorts the mutable list of point sensitivities.

sorted() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns a sorted copy of this array.

sorted() - Method in class com.opengamma.strata.collect.MapStream

sorted(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream

sorted() - Method in class com.opengamma.strata.market.amount.CashFlows

Returns an instance that is sorted.

sortPairs(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Sorts the two arrays, retaining the associated values with the sorted keys.

sortPairs(double[], V[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Sorts the two arrays, retaining the associated values with the sorted keys.

spliterator() - Method in class com.opengamma.strata.collect.MapStream

splitValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

Splits the array according to the curve order.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

Sets the offset of the spot value date from the trade date, optional with defaulting getter.

spotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

Sets the offset of the spot value date from the trade date.

spotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

Sets the offset of the spot value date from the trade date, optional with defaulting getter.

spotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

Sets the offset of the spot value date from the trade date.

spotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

Sets the offset of the spot value date from the trade date.

spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

Sets the offset of the spot value date from the trade date.

spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

Sets the offset of the spot value date from the trade date.

spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

Sets the offset of the spot value date from the trade date.

spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

The meta-property for the spotDateOffset property.

spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

Sets the offset of the spot value date from the trade date.

spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

The meta-property for the spotDateOffset property.

SPREAD - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The spread, added to the forward rate.

spread(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

Sets the spread rate, with a 5% rate expressed as 0.05, optional.

spread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta

The meta-property for the spread property.

spread(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

Sets the spread rate, optional.

spread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta

The meta-property for the spread property.

spread(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the spread rate, defaulted to 0.

spread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the spread property.

spreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta

The meta-property for the spreadCurve property.

spreadFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

Sets the market convention of the floating leg to which the spread leg is added.

spreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

The meta-property for the spreadFloatingLeg property.

spreadKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the key identifying the market data value which provides the spread.

spreadKey() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the spreadKey property.

spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

Sets the market convention of the floating leg that has the spread applied.

spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta

The meta-property for the spreadLeg property.

spreadLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

Sets the market convention of the fixed leg for the spread.

spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta

The meta-property for the spreadLeg property.

spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

Sets the market convention of the floating leg that has the spread applied.

spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta

The meta-property for the spreadLeg property.

SQUARE_LINEAR - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators

Square linear interpolator.

stackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta

The meta-property for the stackTrace property.

standard() - Static method in interface com.opengamma.strata.basics.market.ReferenceData

Obtains an instance of standard reference data.

standard() - Static method in class com.opengamma.strata.function.calculation.swaption.SwaptionFunctionGroups

Obtains the function group providing all built-in measures on Swaption trades, using the standard calculation method.

standard() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

Returns standard root finder configuration, using the DEFAULT constants from this class.

standard() - Static method in interface com.opengamma.strata.loader.fpml.FpmlTradeInfoParserPlugin

Returns the standard parser plugin that parses the trade date and the first identifier of "our" party.

standard() - Static method in class com.opengamma.strata.pricer.calibration.CurveCalibrator

The standard curve calibrator.

standard() - Static method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator

The standard synthetic curve calibrator.

StandardComponents - Class in com.opengamma.strata.function

Factory methods for creating standard Strata components.

StandardFxSwapConventions - Class in com.opengamma.strata.product.fx.type

Market standard FX swap conventions.

StandardId - Class in com.opengamma.strata.basics.market

An immutable standard identifier for an item.

standardId() - Method in class com.opengamma.strata.market.id.QuoteId.Meta

The meta-property for the standardId property.

standardId() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta

The meta-property for the standardId property.

StandardId.Meta - Class in com.opengamma.strata.basics.market

The meta-bean for StandardId.

StandardIdentifiable - Interface in com.opengamma.strata.basics.market

Provides uniform access to objects that can supply a standard identifier.

start() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta

The meta-property for the start property.

START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The accrual start date, adjusted to be a valid business day if necessary.

startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the start date, which is the start of the first schedule period.

startDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

Sets the start date of this period, used for financial calculations such as interest accrual.

startDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the start date of the payment period.

startDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the start date of the payment period.

startDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the start date of the payment period.

startDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the start date of the payment period.

startDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.credit.Cds.Builder

Sets the first date of the term of the trade.

startDate() - Method in class com.opengamma.strata.product.credit.Cds.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the date that the CDS nominally starts in terms of premium payments.

startDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the startDate property.

startDate - Variable in class com.opengamma.strata.product.credit.ResolvedCds

The date that the CDS nominally starts in terms of premium payments.

startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

Sets the start date of the deposit.

startDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

Sets the start date of the deposit.

startDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

Sets the start date of the deposit.

startDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

Sets the start date of the deposit.

startDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder

Sets the start date, which is the effective date of the FRA.

startDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the start date, which is the effective date of the FRA.

startDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

Sets the fixing date associated with the start date of the accrual period.

startDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

Sets the fixing date associated with the start date of the accrual period.

startDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

Sets the start date of the payment period.

startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the startDate property.

startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the start date of the accrual period.

startDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta

The meta-property for the startDate property.

startDate() - Method in class com.opengamma.strata.product.swap.Swap.Meta

The meta-property for the startDate property.

startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional business day adjustment to apply to the start date.

startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the startDateBusinessDayAdjustment property.

startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the start date, optional with defaulting getter.

startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the startDateBusinessDayAdjustment property.

startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the start date, optional with defaulting getter.

startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the startDateBusinessDayAdjustment property.

startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the business day adjustment to apply to the start date, optional with defaulting getter.

startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the startDateBusinessDayAdjustment property.

startIndexValue(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets start index value.

startIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the startIndexValue property.

startIndexValue(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets start index value.

startIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the startIndexValue property.

startIndexValue(double) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets start index value.

startIndexValue() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the startIndexValue property.

startIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta

The meta-property for the startIndexValue property.

startIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation.Meta

The meta-property for the startIndexValue property.

startObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

The meta-property for the startObservation property.

startObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta

The meta-property for the startObservation property.

startSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

The meta-property for the startSecondObservation property.

stepInDays(int) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the number of step-in days.

stepInDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the stepInDays property.

steps(List<ValueStep>) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

Sets the steps defining the change in the value.

steps(ValueStep...) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

Sets the steps property in the builder from an array of objects.

steps() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta

The meta-property for the steps property.

stream() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Returns a stream over the currency amounts.

stream() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

stream() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

stream() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

Returns a stream of MultiCurrencyAmount instances containing the values from this object.

stream() - Method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult

Returns a stream of the values.

stream() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult

stream() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray

stream() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns a stream over the array values.

stream(Iterable<T>) - Static method in class com.opengamma.strata.collect.Guavate

Converts an iterable to a serial stream.

stream(Optional<T>) - Static method in class com.opengamma.strata.collect.Guavate

Converts an optional to a stream with zero or one elements.

stream() - Method in class com.opengamma.strata.collect.range.LocalDateRange

Streams the set of dates included in the range.

stream() - Method in class com.opengamma.strata.collect.result.Result

Converts this result to a stream.

stream() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Returns a stream over the points of this time-series.

stream() - Method in class com.opengamma.strata.market.curve.CurveGroup

Returns a stream of all curves in the group.

streamChildren(String) - Method in class com.opengamma.strata.collect.io.XmlElement

Gets the child elements matching the specified name.

Strike - Interface in com.opengamma.strata.market.option

The strike of an option, describing both type and value.

STRIKE - Static variable in class com.opengamma.strata.market.option.StrikeType

The type of a simple strike.

strike() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta

The meta-property for the strike property.

strike() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity.Meta

The meta-property for the strike property.

strike() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

The meta-property for the strike property.

strike() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta

The meta-property for the strike property.

strike() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta

The meta-property for the strike property.

STRIKE - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a strike - 'Strike'.

strike(FxRate) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

Sets the strike of the option.

strike() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

The meta-property for the strike property.

strike(FxRate) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder

Sets the strike of the option.

strike() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta

The meta-property for the strike property.

strikeInterpolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta

The meta-property for the strikeInterpolator property.

strikeLeftExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta

The meta-property for the strikeLeftExtrapolator property.

strikePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta

The meta-property for the strikePrice property.

strikePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta

The meta-property for the strikePrice property.

strikePrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the strike price, represented in decimal form.

strikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the strikePrice property.

strikePrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the strike price, represented in decimal form.

strikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the strikePrice property.

strikePrice(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

Sets the strike price, represented in decimal form.

strikePrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

The meta-property for the strikePrice property.

strikePrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the strike price, represented in decimal form.

strikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the strikePrice property.

strikePrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the strike price, represented in decimal form.

strikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the strikePrice property.

strikePrice(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

Sets the strike price, represented in decimal form.

strikePrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

The meta-property for the strikePrice property.

strikeRightExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta

The meta-property for the strikeRightExtrapolator property.

StrikeType - Class in com.opengamma.strata.market.option

The type of a strike.

StubCalculation - Class in com.opengamma.strata.product.swap

Defines the rates applicable in the initial or final stub of an Ibor swap leg.

StubCalculation.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for StubCalculation.

StubCalculation.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for StubCalculation.

stubConvention(StubConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

Sets the optional convention defining how to handle stubs.

stubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta

The meta-property for the stubConvention property.

StubConvention - Enum in com.opengamma.strata.basics.schedule

A convention defining how to calculate stub periods.

stubConvention(StubConvention) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

Sets the stub convention to use.

stubConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta

The meta-property for the stubConvention property.

stubConvention(StubConvention) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the stub convention to use.

stubConvention() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the stubConvention property.

stubConvention - Variable in class com.opengamma.strata.product.credit.ResolvedCds

The stub convention to use.

stubConvention(StubConvention) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

Sets the stub convention.

stubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta

The meta-property for the stubConvention property.

stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

Sets the convention defining how to handle stubs, optional with defaulting getter.

stubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta

The meta-property for the stubConvention property.

stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

Sets the convention defining how to handle stubs, optional with defaulting getter.

stubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta

The meta-property for the stubConvention property.

stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

Sets the convention defining how to handle stubs, optional with defaulting getter.

stubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta

The meta-property for the stubConvention property.

subArray(int) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an array holding the values from the specified index onwards.

subArray(int, int) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an array holding the values between the specified from and to indices.

subRow(int) - Method in class com.opengamma.strata.collect.io.CsvRow

Obtains a sub-row, containing a selection of fields by index.

subRow(int, int) - Method in class com.opengamma.strata.collect.io.CsvRow

Obtains a sub-row, containing a selection of fields by index.

subSchedule(Frequency, RollConvention, StubConvention, BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Creates a sub-schedule within this period.

subSeries(LocalDate, LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Gets part of this series as a sub-series between two dates.

subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor

Subtracts this tenor from the specified date.

subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency

Subtracts the period of this frequency from the specified date.

success(R) - Static method in class com.opengamma.strata.collect.result.Result

Creates a successful result wrapping a value.

success(Object, List<String>) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult

Creates the result of successfully evaluating a token against an object.

sum() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns the sum of all the values in the array.

sum(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Calculates the sum total of all the elements in the array.

supplier(CheckedSupplier<R>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the Supplier interface.

supportedMeasures() - Method in class com.opengamma.strata.calc.config.MissingConfigCalculationFunction

supportedMeasures() - Method in interface com.opengamma.strata.calc.runner.function.CalculationFunction

Returns the set of measures that the function can calculate.

supportedMeasures() - Method in class com.opengamma.strata.function.calculation.credit.CdsCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.function.calculation.fra.FraCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.function.calculation.fx.FxNdfCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.function.calculation.fx.FxSingleCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.function.calculation.fx.FxSwapCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.function.calculation.index.IborFutureCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.function.calculation.payment.BulletPaymentCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.function.calculation.security.GenericSecurityCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.function.calculation.security.SecurityCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFutureCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.function.calculation.swap.SwapCalculationFunction

supportedMeasures() - Method in class com.opengamma.strata.function.calculation.swaption.SwaptionCalculationFunction

Surface - Interface in com.opengamma.strata.market.surface

A surface that maps a double x-value and y-value to a double z-value.

surface() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

The meta-property for the surface property.

surface() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

The meta-property for the surface property.

surface(NodalSurface) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

Sets the black volatility surface.

surface() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta

The meta-property for the surface property.

surface() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

The meta-property for the surface property.

surface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

The meta-property for the surface property.

SurfaceCurrencyParameterSensitivities - Class in com.opengamma.strata.market.surface

Currency-based parameter sensitivity for a collection of surfaces.

SurfaceCurrencyParameterSensitivities.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for SurfaceCurrencyParameterSensitivities.

SurfaceCurrencyParameterSensitivity - Class in com.opengamma.strata.market.surface

Parameter sensitivity for a single surface.

surfaceCurrencyParameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities

Calculates the surface parameter sensitivities from the point sensitivities.

surfaceCurrencyParameterSensitivity(IborCapletFloorletSensitivity) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities

Calculates the surface parameter sensitivity from the point sensitivity.

surfaceCurrencyParameterSensitivity(SwaptionSensitivity) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Calculates the surface parameter sensitivity from the point sensitivity.

surfaceCurrencyParameterSensitivity(BondFutureOptionSensitivity) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

Computes the sensitivity to the surface parameter used in the description of the black volatility from a point sensitivity.

surfaceCurrencyParameterSensitivity(IborCapletFloorletSensitivity) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

surfaceCurrencyParameterSensitivity(IborCapletFloorletSensitivity) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

surfaceCurrencyParameterSensitivity(SwaptionSensitivity) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

surfaceCurrencyParameterSensitivity(SwaptionSensitivity) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

surfaceCurrencyParameterSensitivity(SwaptionSensitivity) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

surfaceCurrencyParameterSensitivity(SwaptionSabrSensitivities) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Calculates the surface parameter sensitivities from the point sensitivities.

surfaceCurrencyParameterSensitivity(SwaptionSabrSensitivity) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

Calculates the surface parameter sensitivities from the point sensitivity.

SurfaceCurrencyParameterSensitivity.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for SurfaceCurrencyParameterSensitivity.

SurfaceMetadata - Interface in com.opengamma.strata.market.surface

Metadata about a surface and surface parameters.

surfaceName(SurfaceName) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

Sets the surface name.

surfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the surfaceName property.

SurfaceName - Class in com.opengamma.strata.market.surface

The name of a surface.

SurfaceParameterMetadata - Interface in com.opengamma.strata.market.surface

Information about a parameter underlying a surface.

surfaceParameterSensitivity(FxOptionSensitivity) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

surfaceParameterSensitivity(FxOptionSensitivity) - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider

Computes the sensitivity to the nodes used in the description of the Black volatility from a point sensitivity.

surfaceParameterSensitivity(FxOptionSensitivity) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

SurfaceUnitParameterSensitivities - Class in com.opengamma.strata.market.surface

Unit-based parameter sensitivity for a collection of surfaces.

SurfaceUnitParameterSensitivities.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for SurfaceUnitParameterSensitivities.

SurfaceUnitParameterSensitivity - Class in com.opengamma.strata.market.surface

Parameter sensitivity for a single surface.

SurfaceUnitParameterSensitivity.Meta - Class in com.opengamma.strata.market.surface

The meta-bean for SurfaceUnitParameterSensitivity.

Swap - Class in com.opengamma.strata.product.swap

A rate swap.

Swap.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for Swap.

Swap.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for Swap.

SWAP_MQ - Static variable in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure

The measure for ResolvedSwapTrade using par rate discounting.

SWAP_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

The calibrator for ResolvedSwapTrade using par spread discounting.

SwapCalculationFunction - Class in com.opengamma.strata.function.calculation.swap

Perform calculations on a single SwapTrade for each of a set of scenarios.

SwapCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapCalculationFunction

Creates an instance.

SwapFunctionGroups - Class in com.opengamma.strata.function.calculation.swap

Contains function groups for built-in Swap calculation functions.

SwapIndex - Interface in com.opengamma.strata.product.swap

A swap index.

SwapIndices - Class in com.opengamma.strata.product.swap

Constants and implementations for standard swap indices.

SwapLeg - Interface in com.opengamma.strata.product.swap

A single leg of a swap.

SwapLegAmount - Class in com.opengamma.strata.market.amount

Represents an amount associated with one leg of a swap.

SwapLegAmount(SwapLegAmount.Builder) - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount

Restricted constructor.

SwapLegAmount.Builder - Class in com.opengamma.strata.market.amount

The bean-builder for SwapLegAmount.

SwapLegAmount.Meta - Class in com.opengamma.strata.market.amount

The meta-bean for SwapLegAmount.

SwapLegConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for swap legs.

SwapLegType - Enum in com.opengamma.strata.product.swap

The type of a swap leg.

Swaption - Class in com.opengamma.strata.product.swaption

An option on an underlying swap.

Swaption.Builder - Class in com.opengamma.strata.product.swaption

The bean-builder for Swaption.

Swaption.Meta - Class in com.opengamma.strata.product.swaption

The meta-bean for Swaption.

SwaptionCalculationFunction - Class in com.opengamma.strata.function.calculation.swaption

Perform calculations on a single SwaptionTrade for each of a set of scenarios.

SwaptionCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.swaption.SwaptionCalculationFunction

Creates an instance.

SwaptionFunctionGroups - Class in com.opengamma.strata.function.calculation.swaption

Contains function groups for built-in swaption calculation functions.

SwaptionSabrSensitivities - Class in com.opengamma.strata.market.sensitivity

Sensitivities of swaptions to SABR model parameters.

SwaptionSabrSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for SwaptionSabrSensitivities.

SwaptionSabrSensitivity - Class in com.opengamma.strata.market.sensitivity

Sensitivity of a swaption to SABR model parameters.

SwaptionSabrSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for SwaptionSabrSensitivity.

SwaptionSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to a swaption implied parameter point.

SwaptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for SwaptionSensitivity.

swaptionSettlement(SwaptionSettlement) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

Sets settlement method.

swaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

The meta-property for the swaptionSettlement property.

swaptionSettlement(SwaptionSettlement) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets settlement method.

swaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the swaptionSettlement property.

SwaptionSettlement - Interface in com.opengamma.strata.product.swaption

An interface that can return the settlement type and settlement method of swaptions.

SwaptionSurfaceExpiryTenorNodeMetadata - Class in com.opengamma.strata.market.surface.meta

Surface node metadata for a surface node for swaptions with a specific time to expiry and underlying swap tenor.

SwaptionSurfaceExpiryTenorNodeMetadata.Meta - Class in com.opengamma.strata.market.surface.meta

The meta-bean for SwaptionSurfaceExpiryTenorNodeMetadata.

SwaptionTrade - Class in com.opengamma.strata.product.swaption

A trade in an option on an underlying swap.

SwaptionTrade.Builder - Class in com.opengamma.strata.product.swaption

The bean-builder for SwaptionTrade.

SwaptionTrade.Meta - Class in com.opengamma.strata.product.swaption

The meta-bean for SwaptionTrade.

SwaptionVolatilities - Interface in com.opengamma.strata.market.view

Volatilities for pricing swaptions.

SwaptionVolatilitiesId - Class in com.opengamma.strata.market.id

Market data ID identifying swaption volatilities based on Fixed-Ibor swaps.

SwaptionVolatilitiesId.Meta - Class in com.opengamma.strata.market.id

The meta-bean for SwaptionVolatilitiesId.

SwaptionVolatilitiesKey - Class in com.opengamma.strata.market.key

Market data key identifying swaption volatilities based on Fixed-Ibor swaps.

SwaptionVolatilitiesKey.Meta - Class in com.opengamma.strata.market.key

The meta-bean for SwaptionVolatilitiesKey.

SwaptionVolatilitiesMapping - Class in com.opengamma.strata.function.marketdata.mapping

Market data mapping for swaption volatilities.

SwaptionVolatilitiesMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping

The meta-bean for SwaptionVolatilitiesMapping.

SwapTrade - Class in com.opengamma.strata.product.swap

A trade in a rate swap.

SwapTrade.Builder - Class in com.opengamma.strata.product.swap

The bean-builder for SwapTrade.

SwapTrade.Meta - Class in com.opengamma.strata.product.swap

The meta-bean for SwapTrade.

SyntheticCurveCalibrator - Class in com.opengamma.strata.pricer.calibration

Synthetic curve calibrator.

T

tailSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Gets part of this series as a sub-series, choosing the latest entries.

target(CalculationTarget) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

Sets the target of the calculation, often a trade.

target() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta

The meta-property for the target property.

targetType() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta

The meta-property for the targetType property.

targetType() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta

The meta-property for the targetType property.

targetTypes() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules.Meta

The meta-property for the targetTypes property.

template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta

The meta-property for the template property.

template(FixedOvernightSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta

The meta-property for the template property.

template(FraTemplate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

Sets the template for the FRA associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta

The meta-property for the template property.

template(FxSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

Sets the template for the FX Swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta

The meta-property for the template property.

template(IborFixingDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

Sets the template for the Ibor fixing deposit associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta

The meta-property for the template property.

template(IborFutureTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

Sets the template for the Ibor Futures associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta

The meta-property for the template property.

template(IborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta

The meta-property for the template property.

template(TermDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

Sets the template for the term deposit associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta

The meta-property for the template property.

template(ThreeLegBasisSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta

The meta-property for the template property.

template(XCcyIborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

Sets the template for the swap associated with this node.

template() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta

The meta-property for the template property.

template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

Sets the template for creating Fixed-Ibor swap.

template() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta

The meta-property for the template property.

Tenor - Class in com.opengamma.strata.basics.date

A tenor indicating how long it will take for a financial instrument to reach maturity.

tenor(Tenor) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

Sets the tenor to be added.

tenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta

The meta-property for the tenor property.

tenor() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta

The meta-property for the tenor property.

tenor(LocalDate, LocalDate) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Calculates the tenor of the swap based on its start date and end date.

tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

Sets the tenor of the swap.

tenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta

The meta-property for the tenor property.

tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

Sets the tenor of the swap.

tenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta

The meta-property for the tenor property.

tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

Sets the tenor of the swap.

tenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta

The meta-property for the tenor property.

tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

Sets the tenor of the swap.

tenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta

The meta-property for the tenor property.

tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

Sets the tenor of the swap.

tenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta

The meta-property for the tenor property.

TENOR_10M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 10 months.

TENOR_10Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 10 years.

TENOR_11M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 11 months.

TENOR_12M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 12 months.

TENOR_12Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 12 years.

TENOR_15Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 15 years.

TENOR_18M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 18 months.

TENOR_1D - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of one day.

TENOR_1M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 1 month.

TENOR_1W - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 1 week.

TENOR_1Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 1 year.

TENOR_20Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 20 years.

TENOR_25Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 25 years.

TENOR_2D - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of two days.

TENOR_2M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 2 months.

TENOR_2W - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 2 weeks.

TENOR_2Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 2 years.

TENOR_30Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 30 years.

TENOR_3D - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of three days.

TENOR_3M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 3 months.

TENOR_3W - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 3 weeks.

TENOR_3Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 3 years.

TENOR_4M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 4 months.

TENOR_4W - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 4 weeks.

TENOR_4Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 4 years.

TENOR_5M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 5 months.

TENOR_5Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 5 years.

TENOR_6M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 6 months.

TENOR_6W - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 6 weeks.

TENOR_6Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 6 years.

TENOR_7M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 7 months.

TENOR_7Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 7 years.

TENOR_8M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 8 months.

TENOR_8Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 8 years.

TENOR_9M - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 9 months.

TENOR_9Y - Static variable in class com.opengamma.strata.basics.date.Tenor

A tenor of 9 years.

TenorAdjustment - Class in com.opengamma.strata.basics.date

An adjustment that alters a date by adding a tenor.

TenorAdjustment.Builder - Class in com.opengamma.strata.basics.date

The bean-builder for TenorAdjustment.

TenorAdjustment.Meta - Class in com.opengamma.strata.basics.date

The meta-bean for TenorAdjustment.

TenorCurveNodeMetadata - Class in com.opengamma.strata.market.curve.meta

Curve node metadata for a curve node with a specific tenor.

TenorCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve.meta

The meta-bean for TenorCurveNodeMetadata.

TERM - Static variable in class com.opengamma.strata.basics.schedule.Frequency

A periodic frequency matching the term.

TERM_DEPOSIT_MQ - Static variable in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure

The measure for ResolvedTermDepositTrade using par rate discounting.

TERM_DEPOSIT_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

The calibrator for ResolvedTermDepositTrade using par spread discounting.

TermDeposit - Class in com.opengamma.strata.product.deposit

A term deposit.

TermDeposit.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for TermDeposit.

TermDeposit.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for TermDeposit.

TermDepositCalculationFunction - Class in com.opengamma.strata.function.calculation.deposit

Perform calculations on a single TermDepositTrade for each of a set of scenarios.

TermDepositCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.deposit.TermDepositCalculationFunction

Creates an instance.

TermDepositConvention - Interface in com.opengamma.strata.product.deposit.type

A market convention for term deposit trades.

TermDepositConventions - Class in com.opengamma.strata.product.deposit.type

Market standard term deposit conventions.

TermDepositCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a term deposit.

TermDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for TermDepositCurveNode.

TermDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for TermDepositCurveNode.

TermDepositFunctionGroups - Class in com.opengamma.strata.function.calculation.deposit

Contains function groups for built-in Term Deposit calculation functions.

TermDepositTemplate - Class in com.opengamma.strata.product.deposit.type

A template for creating a term deposit trade.

TermDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type

The bean-builder for TermDepositTemplate.

TermDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type

The meta-bean for TermDepositTemplate.

TermDepositTrade - Class in com.opengamma.strata.product.deposit

A trade in a term deposit.

TermDepositTrade.Builder - Class in com.opengamma.strata.product.deposit

The bean-builder for TermDepositTrade.

TermDepositTrade.Meta - Class in com.opengamma.strata.product.deposit

The meta-bean for TermDepositTrade.

test(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiPredicate

Evaluates this predicate on the given arguments.

test(T) - Method in interface com.opengamma.strata.collect.function.CheckedPredicate

Evaluates this predicate on the given argument.

test(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoublePredicate

Evaluates the predicate.

test(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoublePredicate

Evaluates the predicate.

test(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate

Evaluates the predicate.

test(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate

Evaluates the predicate.

test(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate

Evaluates the predicate.

TH - Static variable in class com.opengamma.strata.basics.location.Country

The country 'TH' - Thailand.

THB - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'THB' - Thai Baht.

theta(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the theta of the bond future option product.

theta(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer

Calculates the theta of the bond future option product based on the price of the underlying future.

theta(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the Black theta of the foreign exchange vanilla option product.

third() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta

The meta-property for the third property.

THIRTY_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30/360 ISDA' day count, which treats input day-of-month 31 specially.

THIRTY_360_PSA - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30/360 PSA' day count, which treats input day-of-month 31 and end of February specially.

THIRTY_E_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30E/360' day count, which treats input day-of-month 31 specially.

THIRTY_E_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30E/360 ISDA' day count, which treats input day-of-month 31 and end of February specially.

THIRTY_EPLUS_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30E+/360' day count, which treats input day-of-month 31 specially.

THIRTY_U_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30U/360' day count, which treats input day-of-month 31 and end of February specially.

THIRTY_U_360_EOM - Static variable in class com.opengamma.strata.basics.date.DayCounts

The '30U/360 EOM' day count, which treats input day-of-month 31 and end of February specially.

ThreeLegBasisSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for three leg basis swap trades.

ThreeLegBasisSwapConventions - Class in com.opengamma.strata.product.swap.type

Market standard three leg basis swap conventions.

ThreeLegBasisSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a three leg basis swap.

ThreeLegBasisSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for ThreeLegBasisSwapCurveNode.

ThreeLegBasisSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for ThreeLegBasisSwapCurveNode.

ThreeLegBasisSwapTemplate - Class in com.opengamma.strata.product.swap.type

A template for creating Fixed-Ibor-Ibor swap trades.

ThreeLegBasisSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for ThreeLegBasisSwapTemplate.

ThreeLegBasisSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for ThreeLegBasisSwapTemplate.

THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for a calendar declaring all days as business days except Thursday/Friday weekends, with code 'ThuFri'.

THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars

An instance declaring all days as business days except Thursday/Friday weekends.

tickSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

The meta-property for the tickSize property.

tickValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta

The meta-property for the tickValue property.

TIME_SQUARE - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators

Time square interpolator.

timeInterpolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta

The meta-property for the timeInterpolator property.

timeLeftExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta

The meta-property for the timeLeftExtrapolator property.

timeRightExtrapolator() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta

The meta-property for the timeRightExtrapolator property.

timeSeries() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta

The meta-property for the timeSeries property.

timeSeries(Map<? extends ObservableKey, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder

Sets the time-series in the builder, replacing any existing values.

timeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.function.MissingDataAwareTimeSeriesProvider

timeSeries(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.function.TimeSeriesProvider

Returns a time series of market data for the specified ID.

timeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta

The meta-property for the timeSeries property.

timeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

The meta-property for the timeSeries property.

timeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Sets the time series in this builder, replacing the existing set.

timeSeries() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

The meta-property for the timeSeries property.

timeSeries(Index) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

timeSeries(Index, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds a time-series to the provider.

timeSeries(Map<? extends Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder

Adds time-series to the provider.

timeSeries(Index) - Method in class com.opengamma.strata.pricer.rate.MarketDataRatesProvider

timeSeries(Index) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider

Gets the time series.

timeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

The meta-property for the timeSeriesFailures property.

timeSeriesFailures(Map<MarketDataId<?>, Failure>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

Sets details of failures when building time series of market data values.

timeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta

The meta-property for the timeSeriesFailures property.

TimeSeriesProvider - Interface in com.opengamma.strata.calc.marketdata.function

A source of time series of observable market data.

timeSeriesRequirements(Set<ObservableKey>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

Sets keys identifying the time series of market data values required for the calculations.

timeSeriesRequirements(ObservableKey...) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

Sets the timeSeriesRequirements property in the builder from an array of objects.

timeSeriesRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta

The meta-property for the timeSeriesRequirements property.

timeToExpiry() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta

The meta-property for the timeToExpiry property.

timeToExpiry() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta

The meta-property for the timeToExpiry property.

TO_STRING - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The default formatter that returns the value of the toString() method.

toAdjusted(DateAdjuster) - Method in class com.opengamma.strata.basics.schedule.Schedule

Converts this schedule to a schedule where all the start and end dates are adjusted using the specified adjuster.

toAdjusted(DateAdjuster) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Converts this period to one where the start and end dates are adjusted using the specified adjuster.

toArray() - Method in class com.opengamma.strata.collect.array.DoubleArray

Converts this instance to an independent double[].

toArray() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Converts this instance to an independent double[][].

toArray() - Method in class com.opengamma.strata.collect.MapStream

toArray(IntFunction<A[]>) - Method in class com.opengamma.strata.collect.MapStream

toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns the underlying array.

toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns the underlying array.

toAsciiTableString() - Method in interface com.opengamma.strata.report.Report

Gets this report as an ASCII table string.

toBuilder() - Method in class com.opengamma.strata.basics.currency.FxMatrix

Creates a new builder using the data from this matrix to create a set of initial entries.

toBuilder() - Method in class com.opengamma.strata.basics.currency.Payment

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

Returns a builder populated with the same data as this instance.

toBuilder() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.schedule.Schedule

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.value.ValueSchedule

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.basics.value.ValueStep

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.CalculationRules

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.Column

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

Returns a mutable builder containing the data from this object.

toBuilder() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.runner.CalculationResult

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.calc.runner.Results

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Return a builder populated with the values from this series.

toBuilder() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.CurveGroup

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.CurveInputs

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Converts this instance to a builder allowing changes to be made.

toBuilder(LocalDate) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

Converts this instance to a builder allowing changes to be made.

toBuilder() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BondFuture

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.cms.CmsLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.cms.CmsPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.cms.CmsTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.Cds

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.CdsTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.FeeLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCds

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDeposit

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.equity.Equity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.equity.EquitySecurity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.equity.EquityTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fra.Fra

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fra.FraTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fra.ResolvedFra

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdf

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.GenericSecurityTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.IborFuture

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPayment

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.SecurityTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.FxReset

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.NotionalExchange

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.ResetSchedule

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.StubCalculation

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.Swap

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.SwapTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swaption.CashSettlement

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swaption.Swaption

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReport

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

Returns a builder that allows this bean to be mutated.

toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

Returns a builder that allows this bean to be mutated.

toConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Returns the market convention currency pair for the currencies in the pair.

toConventional() - Method in class com.opengamma.strata.basics.currency.FxRate

Returns an FX rate object representing the market convention rate between the two currencies.

toCurrencyValuesArray() - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils

Returns a collector that builds a single-currency scenerio result.

toCurveParameterSize() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition

Converts this definition to the summary form.

toFxForwardSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

Converts this sensitivity to an FxForwardSensitivity.

toIborIndex(Tenor) - Method in class com.opengamma.strata.basics.index.FloatingRateName

Checks and returns an Ibor index.

toImmutable() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

Returns an immutable version of this object.

toImmutableList() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable list.

toImmutableListMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable multimap.

toImmutableListMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable multimap.

toImmutableMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable map.

toImmutableMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable map.

toImmutableMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>, BiFunction<? super V, ? super V, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable map.

toImmutableMultiset() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable multiset.

toImmutableSet() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable set.

toImmutableSetMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable multimap.

toImmutableSetMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable multimap.

toImmutableSortedMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable sorted map.

toImmutableSortedMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable sorted map.

toImmutableSortedSet() - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable sorted set.

toImmutableSortedSet(Comparator<? super T>) - Static method in class com.opengamma.strata.collect.Guavate

Collector used at the end of a stream to build an immutable sorted set.

token() - Method in enum com.opengamma.strata.report.framework.expression.ValueRootType

Gets the token that the root type corresponds to.

TokenEvaluator<T> - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against an object to produce another object.

TokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.TokenEvaluator

tokens(Bean) - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator

tokens(CurrencyAmount) - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator

tokens(CurveCurrencyParameterSensitivities) - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator

tokens(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator

tokens(Iterable<?>) - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator

tokens(Map<?, ?>) - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator

tokens(T) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator

Gets the set of supported token for the given object.

tokens(Trade) - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator

tokens(Object) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator

Gets the supported tokens on the given object.

toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

Creates a leg based on this convention.

toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Creates a leg based on this convention.

toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

Creates a leg based on this convention.

toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Creates a leg based on this convention.

toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

Creates a leg based on this convention.

toList() - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns a list equivalent to this array.

toMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Converts this MultiCurrencyAmount to a map keyed by currency.

toMap() - Method in class com.opengamma.strata.collect.MapStream

Returns an immutable map built from the entries in the stream.

toMap(BiFunction<? super V, ? super V, ? extends V>) - Method in class com.opengamma.strata.collect.MapStream

Returns an immutable map built from the entries in the stream.

toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.basics.market.FxRateKey

toMarketDataId(MarketDataFeed) - Method in interface com.opengamma.strata.basics.market.ObservableKey

Converts this key to the matching identifier.

toMarketDataId(MarketDataFeed) - Method in interface com.opengamma.strata.basics.market.SimpleMarketDataKey

Converts this key to the matching identifier.

toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.CurveGroupKey

toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.CurveInputsKey

toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IndexRateKey

toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.QuoteKey

toMarketDataKey() - Method in class com.opengamma.strata.basics.market.FxRateId

toMarketDataKey() - Method in interface com.opengamma.strata.basics.market.MarketDataId

Converts this ID to the associated key.

toMarketDataKey() - Method in interface com.opengamma.strata.basics.market.ObservableId

toMarketDataKey() - Method in class com.opengamma.strata.calc.runner.MissingMappingId

toMarketDataKey() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.CurveGroupId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.CurveInputsId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.DiscountCurveId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.IborIndexCurveId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.IndexRateId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.QuoteId

toMarketDataKey() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

toMultiCurrencyValuesArray() - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils

Returns a collector that builds a multi-currency scenerio result.

toMutable() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

Returns a mutable version of this object.

toNodalCurve() - Method in interface com.opengamma.strata.market.curve.Curve

Converts this curve to a nodal curve.

toNodalCurve() - Method in interface com.opengamma.strata.market.curve.NodalCurve

toNodalCurve() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

toNodalSurface() - Method in interface com.opengamma.strata.market.surface.NodalSurface

toNodalSurface() - Method in interface com.opengamma.strata.market.surface.Surface

Concerts this surface to a nodal surface.

toObject(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Converts a double array to a Double array.

toOvernightIndex() - Method in class com.opengamma.strata.basics.index.FloatingRateName

Converts to an OvernightIndex.

toPair() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Converts this pair to an object-based Pair.

toPair() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Converts this pair to an object-based Pair.

toPair() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Converts this pair to an object-based Pair.

toPair() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Converts this pair to an object-based Pair.

toPair() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Converts this pair to an object-based Pair.

toPriceIndex() - Method in class com.opengamma.strata.basics.index.FloatingRateName

Converts to an PriceIndex.

toPrimitive(Double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath

Converts a Double array to a double array.

toRollConvention(LocalDate, LocalDate, Frequency, boolean) - Method in enum com.opengamma.strata.basics.schedule.StubConvention

Converts this stub convention to the appropriate roll convention.

toScenarioResult() - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils

Returns a collector which can be used at the end of a stream of results to build a ScenarioResult.

toSingleCurveRatesProvider(MarketData, Currency, Set<? extends Index>, NodalCurve) - Static method in class com.opengamma.strata.function.calculation.rate.MarketDataUtils

Creates a rates provider from a set of market data containing a single discounting curve, and forward curves and fixing series for a given set of indices.

toString() - Method in enum com.opengamma.strata.basics.BuySell

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.basics.currency.Currency

Returns a string representation of the currency, which is the three letter code.

toString() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount

Gets the amount as a string.

toString() - Method in class com.opengamma.strata.basics.currency.CurrencyPair

Returns the formatted string version of the currency pair.

toString() - Method in class com.opengamma.strata.basics.currency.FxMatrix

toString() - Method in class com.opengamma.strata.basics.currency.FxRate

Returns the formatted string version of the currency pair.

toString() - Method in class com.opengamma.strata.basics.currency.FxRatesArray

toString() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Gets the amount as a string.

toString() - Method in class com.opengamma.strata.basics.currency.Payment.Builder

toString() - Method in class com.opengamma.strata.basics.currency.Payment

toString() - Method in class com.opengamma.strata.basics.date.AdjustableDate

Returns a string describing the adjustable date.

toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder

toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment

Returns a string describing the adjustment.

toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder

toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment

Returns a string describing the adjustment.

toString() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId

Returns the name of the identifier.

toString() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar

Returns the name of the calendar.

toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder

toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment

Returns a string describing the adjustment.

toString() - Method in class com.opengamma.strata.basics.date.Tenor

Returns a formatted string representing the tenor.

toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder

toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment

Returns a string describing the adjustment.

toString() - Method in class com.opengamma.strata.basics.index.FloatingRateName

Returns the name of the index.

toString() - Method in enum com.opengamma.strata.basics.index.FloatingRateType

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.basics.index.FxIndexObservation

toString() - Method in class com.opengamma.strata.basics.index.IborIndexObservation

toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder

toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex

Returns the name of the index.

toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder

toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex

Returns the name of the index.

toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder

toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex

Returns the name of the index.

toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder

toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex

Returns the name of the index.

toString() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

toString() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation

toString() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation

toString() - Method in class com.opengamma.strata.basics.location.Country

Returns a string representation of the country, which is the two letter code.

toString() - Method in enum com.opengamma.strata.basics.LongShort

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.basics.market.FxRateId

toString() - Method in class com.opengamma.strata.basics.market.FxRateKey

toString() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData

toString() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData

toString() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder

toString() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox

toString() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList

toString() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder

toString() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox

toString() - Method in class com.opengamma.strata.basics.market.StandardId

Returns the identifier in a standard string format.

toString() - Method in enum com.opengamma.strata.basics.PayReceive

Returns the formatted unique name of the type.

toString() - Method in enum com.opengamma.strata.basics.PutCall

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.basics.schedule.Frequency

Returns a formatted string representing the periodic frequency.

toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder

toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule

toString() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder

toString() - Method in class com.opengamma.strata.basics.schedule.Schedule

toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

toString() - Method in enum com.opengamma.strata.basics.schedule.StubConvention

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.basics.value.HalfUpRounding

toString() - Method in class com.opengamma.strata.basics.value.ValueAdjustment

toString() - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.basics.value.ValueDerivatives

toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder

toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule

toString() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

toString() - Method in class com.opengamma.strata.basics.value.ValueStep

toString() - Method in class com.opengamma.strata.calc.CalculationRules.Builder

toString() - Method in class com.opengamma.strata.calc.CalculationRules

toString() - Method in class com.opengamma.strata.calc.Column.Builder

toString() - Method in class com.opengamma.strata.calc.Column

toString() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRules

toString() - Method in class com.opengamma.strata.calc.config.FunctionConfig

toString() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure.Builder

toString() - Method in class com.opengamma.strata.calc.config.ImmutableMeasure

toString() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup

toString() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup

toString() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules

toString() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule

toString() - Method in class com.opengamma.strata.calc.config.ReportingCurrency

toString() - Method in enum com.opengamma.strata.calc.config.ReportingCurrencyType

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.calc.config.TypedMarketDataRules

toString() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig

toString() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder

toString() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements

toString() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder

toString() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings

toString() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements

toString() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment

toString() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder

toString() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult

toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder

toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping

toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder

toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition

toString() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder

toString() - Method in class com.opengamma.strata.calc.runner.CalculationResult

toString() - Method in class com.opengamma.strata.calc.runner.CalculationTask

toString() - Method in class com.opengamma.strata.calc.runner.CalculationTasks

toString() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray

toString() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult

toString() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray

toString() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult

toString() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray

toString() - Method in class com.opengamma.strata.calc.runner.MissingMappingId

toString() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId

toString() - Method in class com.opengamma.strata.calc.runner.Results.Builder

toString() - Method in class com.opengamma.strata.calc.runner.Results

toString() - Method in class com.opengamma.strata.collect.array.DoubleArray

toString() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

toString() - Method in class com.opengamma.strata.collect.io.CsvFile

Returns a string describing the CSV file.

toString() - Method in class com.opengamma.strata.collect.io.CsvRow

Returns a string describing the CSV file.

toString() - Method in class com.opengamma.strata.collect.io.IniFile

Returns a string describing the INI file.

toString() - Method in class com.opengamma.strata.collect.io.PropertiesFile

Returns a string describing the file.

toString() - Method in class com.opengamma.strata.collect.io.PropertySet

Returns a string describing the property set.

toString() - Method in class com.opengamma.strata.collect.io.ResourceLocator

Returns a string describing the locator.

toString() - Method in class com.opengamma.strata.collect.io.XmlElement

Returns a string summary of the element.

toString() - Method in class com.opengamma.strata.collect.io.XmlFile

Returns a string describing the file.

toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames

toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum

toString() - Method in class com.opengamma.strata.collect.range.LocalDateRange

Returns this range as a string, such as [2009-12-03,2014-06-30).

toString() - Method in class com.opengamma.strata.collect.result.Failure

toString() - Method in class com.opengamma.strata.collect.result.FailureItem

toString() - Method in class com.opengamma.strata.collect.result.Result

toString() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Returns a string representation of the point.

toString() - Method in class com.opengamma.strata.collect.tuple.DoublesPair

Gets the pair using a standard string format.

toString() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair

Gets the pair using a standard string format.

toString() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair

Gets the pair using a standard string format.

toString() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair

Gets the pair using a standard string format.

toString() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair

Gets the pair using a standard string format.

toString() - Method in class com.opengamma.strata.collect.tuple.Pair

Gets the pair using a standard string format.

toString() - Method in class com.opengamma.strata.collect.tuple.Triple

Gets the pair using a standard string format.

toString() - Method in class com.opengamma.strata.collect.type.TypedString

Returns the name.

toString() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts

toString() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts

toString() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder

toString() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig

toString() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder

toString() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig

toString() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping

toString() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping

toString() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping

toString() - Method in class com.opengamma.strata.function.marketdata.mapping.PriceIndexCurveMapping

toString() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping

toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter

toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter

toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter

toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter

toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter

toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter

toString() - Method in class com.opengamma.strata.market.amount.CashFlow

toString() - Method in class com.opengamma.strata.market.amount.CashFlows

toString() - Method in class com.opengamma.strata.market.amount.LegAmounts

toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

toString(StringBuilder) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount

toString(StringBuilder) - Method in class com.opengamma.strata.market.amount.SwapLegAmount

toString() - Method in class com.opengamma.strata.market.curve.AddFixedCurve

toString() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

toString() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

toString() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

toString() - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder

toString() - Method in class com.opengamma.strata.market.curve.CurveGroup

toString() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

toString() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder

toString() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry

toString() - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder

toString() - Method in class com.opengamma.strata.market.curve.CurveInputs

toString() - Method in class com.opengamma.strata.market.curve.CurveParameterSize

toString() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities

toString() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

toString() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition

toString() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs

toString() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs

toString() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix

toString() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata

toString() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata

toString() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata

toString() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate

toString() - Method in enum com.opengamma.strata.market.curve.node.CurveNodeDateType

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder

toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

toString() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift

toString() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift

toString() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift

toString() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

toString() - Method in class com.opengamma.strata.market.explain.ExplainMap

toString() - Method in class com.opengamma.strata.market.id.CurveGroupId

toString() - Method in class com.opengamma.strata.market.id.CurveInputsId

toString() - Method in class com.opengamma.strata.market.id.DiscountCurveId

toString() - Method in class com.opengamma.strata.market.id.IborIndexCurveId

toString() - Method in class com.opengamma.strata.market.id.IndexRateId

toString() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId

toString() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId

toString() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId

toString() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId

toString() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId

toString() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId

toString() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId

toString() - Method in class com.opengamma.strata.market.id.QuoteId

toString() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId

toString() - Method in class com.opengamma.strata.market.key.CurveGroupKey

toString() - Method in class com.opengamma.strata.market.key.CurveInputsKey

toString() - Method in class com.opengamma.strata.market.key.DiscountCurveKey

toString() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey

toString() - Method in class com.opengamma.strata.market.key.IndexRateKey

toString() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey

toString() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey

toString() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey

toString() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey

toString() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey

toString() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey

toString() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey

toString() - Method in class com.opengamma.strata.market.key.QuoteKey

toString() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey

toString() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey

toString() - Method in class com.opengamma.strata.market.option.DeltaStrike

toString() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

toString() - Method in class com.opengamma.strata.market.option.MoneynessStrike

toString() - Method in class com.opengamma.strata.market.option.SimpleStrike

toString() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

toString() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities

toString() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivities

toString() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

toString() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

toString() - Method in enum com.opengamma.strata.market.ShiftType

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

toString() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

toString() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

toString() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata

toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

toString() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata

toString() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata

toString() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata

toString() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

toString() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

toString() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivities

toString() - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity

toString() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate

toString() - Method in enum com.opengamma.strata.market.value.CompoundedRateType

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray

toString() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

toString() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates

toString() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

toString() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

toString() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

toString() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

toString() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

toString() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

toString() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates

toString() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

toString() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

toString() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

toString() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider

toString() - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures

toString() - Method in class com.opengamma.strata.pricer.calibration.CurveCalibrator

toString() - Method in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure

toString() - Method in class com.opengamma.strata.pricer.calibration.SyntheticCurveCalibrator

toString() - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

toString() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

toString() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider

toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider

toString() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

toString() - Method in class com.opengamma.strata.pricer.fx.SmileAndBucketedSensitivities

toString() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters

toString() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities

toString() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider

toString() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

toString() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider

toString() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider

toString() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

toString() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider

toString() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

toString() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

toString() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

toString() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder

toString() - Method in class com.opengamma.strata.product.bond.BondFuture

toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption

toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity

toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade

toString() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder

toString() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity

toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade

toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond

toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod

toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity

toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade

toString() - Method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention

/** Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade

toString() - Method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention

/** Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder

toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture

toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption

toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade

toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade

toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade

toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder

toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade

toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor

toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder

toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg

toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder

toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade

toString() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

toString() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor

toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder

toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg

toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder

toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade

toString() - Method in class com.opengamma.strata.product.cms.Cms

toString() - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder

toString() - Method in class com.opengamma.strata.product.cms.CmsLeg

toString() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

toString() - Method in class com.opengamma.strata.product.cms.CmsPeriod

toString() - Method in enum com.opengamma.strata.product.cms.CmsPeriodType

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder

toString() - Method in class com.opengamma.strata.product.cms.CmsTrade

toString() - Method in class com.opengamma.strata.product.cms.ResolvedCms

toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder

toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg

toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder

toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade

toString() - Method in enum com.opengamma.strata.product.common.FutureOptionPremiumStyle

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.credit.Cds.Builder

toString() - Method in class com.opengamma.strata.product.credit.Cds

toString() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder

toString() - Method in class com.opengamma.strata.product.credit.CdsTrade

toString() - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder

toString() - Method in class com.opengamma.strata.product.credit.FeeLeg

toString() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder

toString() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation

toString() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder

toString() - Method in class com.opengamma.strata.product.credit.PeriodicPayments

toString() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

toString() - Method in class com.opengamma.strata.product.credit.ResolvedCds

toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder

toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade

toString() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder

toString() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation

toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder

toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder

toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit

toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder

toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade

toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit

toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder

toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade

toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit

toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder

toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade

toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder

toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit

toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder

toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade

toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder

toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate

toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder

toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder

toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder

toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate

toString() - Method in class com.opengamma.strata.product.equity.Equity.Builder

toString() - Method in class com.opengamma.strata.product.equity.Equity

toString() - Method in class com.opengamma.strata.product.equity.EquitySecurity.Builder

toString() - Method in class com.opengamma.strata.product.equity.EquitySecurity

toString() - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder

toString() - Method in class com.opengamma.strata.product.equity.EquityTrade

toString() - Method in class com.opengamma.strata.product.fra.Fra.Builder

toString() - Method in class com.opengamma.strata.product.fra.Fra

toString() - Method in enum com.opengamma.strata.product.fra.FraDiscountingMethod

/** Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder

toString() - Method in class com.opengamma.strata.product.fra.FraTrade

toString() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

toString() - Method in class com.opengamma.strata.product.fra.ResolvedFra

toString() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder

toString() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade

toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder

toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate

toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder

toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

toString() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder

toString() - Method in class com.opengamma.strata.product.fx.FxNdf

toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder

toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade

toString() - Method in class com.opengamma.strata.product.fx.FxSingle

toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder

toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade

toString() - Method in class com.opengamma.strata.product.fx.FxSwap

toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder

toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade

toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOption

toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOptionTrade

toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder

toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate

toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder

toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

toString() - Method in class com.opengamma.strata.product.GenericSecurity

toString() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder

toString() - Method in class com.opengamma.strata.product.GenericSecurityTrade

toString() - Method in class com.opengamma.strata.product.index.IborFuture.Builder

toString() - Method in class com.opengamma.strata.product.index.IborFuture

toString() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

toString() - Method in class com.opengamma.strata.product.index.IborFutureOption

toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity

toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade

toString() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder

toString() - Method in class com.opengamma.strata.product.index.IborFutureSecurity

toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder

toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade

toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder

toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture

toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption

toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade

toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder

toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade

toString() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder

toString() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate

toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder

toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention

toString() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

toString() - Method in class com.opengamma.strata.product.payment.BulletPayment

toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder

toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade

toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder

toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment

toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder

toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade

toString() - Method in class com.opengamma.strata.product.rate.FixedRateObservation

toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing

toString() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation

toString() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation

toString() - Method in class com.opengamma.strata.product.rate.IborRateObservation

toString() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation

toString() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateObservation

toString() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation

toString() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation

toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder

toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation

toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder

toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation

toString() - Method in class com.opengamma.strata.product.SecurityId

Returns the identifier in a standard string format.

toString() - Method in class com.opengamma.strata.product.SecurityInfo

toString() - Method in class com.opengamma.strata.product.SecurityPriceInfo

toString() - Method in class com.opengamma.strata.product.SecurityTrade.Builder

toString() - Method in class com.opengamma.strata.product.SecurityTrade

toString() - Method in enum com.opengamma.strata.product.swap.CompoundingMethod

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture

toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder

toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity

toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder

toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade

toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder

toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation

toString() - Method in enum com.opengamma.strata.product.swap.FixingRelativeTo

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.swap.FxReset.Builder

toString() - Method in class com.opengamma.strata.product.swap.FxReset

toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder

toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation

toString() - Method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder

toString() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange

toString() - Method in enum com.opengamma.strata.product.swap.IborRateAveragingMethod

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder

toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation

toString() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder

toString() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex

Returns the name of the index.

toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder

toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation

toString() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

toString() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod

toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder

toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg

toString() - Method in enum com.opengamma.strata.product.swap.NegativeRateMethod

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder

toString() - Method in class com.opengamma.strata.product.swap.NotionalExchange

toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder

toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule

toString() - Method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder

toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation

toString() - Method in enum com.opengamma.strata.product.swap.PaymentRelativeTo

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder

toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule

toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod

toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder

toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg

toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder

toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod

toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg

toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder

toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule

toString() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder

toString() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture

toString() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade.Builder

toString() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFutureTrade

toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder

toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwap

toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg

toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder

toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade

toString() - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder

toString() - Method in class com.opengamma.strata.product.swap.StubCalculation

toString() - Method in class com.opengamma.strata.product.swap.Swap.Builder

toString() - Method in class com.opengamma.strata.product.swap.Swap

toString() - Method in enum com.opengamma.strata.product.swap.SwapLegType

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder

toString() - Method in class com.opengamma.strata.product.swap.SwapTrade

toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate

toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate

toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention

toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate

toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention

toString() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate

toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder

toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate

toString() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder

toString() - Method in class com.opengamma.strata.product.swaption.CashSettlement

toString() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement

toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption

toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade

toString() - Method in enum com.opengamma.strata.product.swaption.SettlementType

Returns the formatted unique name of the type.

toString() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

toString() - Method in class com.opengamma.strata.product.swaption.Swaption

toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder

toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade

toString() - Method in class com.opengamma.strata.product.TradeInfo

toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

toString() - Method in class com.opengamma.strata.report.framework.format.FormatSettings

toString() - Method in class com.opengamma.strata.report.ReportCalculationResults

toString() - Method in class com.opengamma.strata.report.ReportRequirements

toString() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

toString() - Method in class com.opengamma.strata.report.trade.TradeReport

toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn

toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReportColumn

toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder

toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate

total(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount

Obtains an instance from the total of a list of CurrencyAmount objects.

total() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns the total of all the values in the matrix.

total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Totals all the sensitivity values.

total() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities

Totals all the sensitivity values.

total() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Totals the sensitivity values.

total() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Totals the sensitivity values.

total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Totals all the sensitivity values.

total() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities

Totals all the sensitivity values.

total() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Totals the sensitivity values.

toTrade(LocalDate, LocalDate, BuySell, double, double, ReferenceInformation, double, LocalDate) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention

Creates a CDS from the convention.

toTrade(LocalDate, LocalDate, BuySell, double, double, ReferenceInformation, double, LocalDate) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention

Creates a trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention

Creates a trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention

Creates a trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention

Creates a trade based on this convention.

toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Creates a trade based on this convention.

toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention

Creates a trade based on this convention.

toUnadjusted() - Method in class com.opengamma.strata.basics.schedule.Schedule

Converts this schedule to a schedule where every adjusted date is reset to the unadjusted equivalent.

toUnadjusted() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Converts this period to one where the start and end dates are set to the unadjusted dates.

toValueAdjustment(double) - Method in enum com.opengamma.strata.market.ShiftType

Returns a value adjustment that applies the shift amount using appropriate logic for the shift type.

toValuesArray() - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils

Returns a collector that builds a scenario result based on Double.

TR - Static variable in class com.opengamma.strata.basics.location.Country

The country 'TR' - Turkey.

Trade - Interface in com.opengamma.strata.basics

A single trade.

trade(LocalDate, MarketData, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode

Creates a trade representing the instrument at the node.

trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

trade(LocalDate, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

TRADE_NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The notional, as defined in the trade.

TradeAttributeType<T> - Class in com.opengamma.strata.product

The type that provides meaning to a trade attribute.

TradeCalibrationMeasure<T extends ResolvedTrade> - Class in com.opengamma.strata.pricer.calibration

Provides calibration measures for a single type of trade based on functions.

TradeConvention - Interface in com.opengamma.strata.product

A market convention for trades.

tradeDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the tradeDate property.

tradeDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfoBuilder

Sets the trade date, optional.

TradeInfo - Class in com.opengamma.strata.product

Additional information about a trade.

TradeInfo.Meta - Class in com.opengamma.strata.product

The meta-bean for TradeInfo.

TradeInfoBuilder - Class in com.opengamma.strata.product

Builder to create TradeInfo.

tradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements.Meta

The meta-property for the tradeMeasureRequirements property.

TradeReport - Class in com.opengamma.strata.report.trade

Represents a trade report.

TradeReport.Builder - Class in com.opengamma.strata.report.trade

The bean-builder for TradeReport.

TradeReport.Meta - Class in com.opengamma.strata.report.trade

The meta-bean for TradeReport.

TradeReportColumn - Class in com.opengamma.strata.report.trade

Describes a column in a trade report.

TradeReportColumn(TradeReportColumn.Builder) - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn

Restricted constructor.

TradeReportColumn.Builder - Class in com.opengamma.strata.report.trade

The bean-builder for TradeReportColumn.

TradeReportColumn.Meta - Class in com.opengamma.strata.report.trade

The meta-bean for TradeReportColumn.

TradeReportFormatter - Class in com.opengamma.strata.report.trade

Formatter for trade reports.

TradeReportRunner - Class in com.opengamma.strata.report.trade

Report runner for trade reports.

TradeReportTemplate - Class in com.opengamma.strata.report.trade

Describes the contents and layout of a trade report.

TradeReportTemplate.Builder - Class in com.opengamma.strata.report.trade

The bean-builder for TradeReportTemplate.

TradeReportTemplate.Meta - Class in com.opengamma.strata.report.trade

The meta-bean for TradeReportTemplate.

TradeReportTemplateIniLoader - Class in com.opengamma.strata.report.trade

Loads a trade report template from the standard INI file format.

TradeReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader

trades() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

The meta-property for the trades property.

TradeTemplate - Interface in com.opengamma.strata.product

A template used to create a trade.

tradeTime() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the tradeTime property.

tradeTime(LocalTime) - Method in class com.opengamma.strata.product.TradeInfoBuilder

Sets the trade time, optional.

TradeTokenEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a token against a trade to produce another object.

TradeTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator

transpose() - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Transposes the matrix.

Triple<A,B,C> - Class in com.opengamma.strata.collect.tuple

An immutable triple consisting of three elements.

Triple.Meta<A,B,C> - Class in com.opengamma.strata.collect.tuple

The meta-bean for Triple.

TRY - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'TRY' - Turkish Lira.

Tuple - Interface in com.opengamma.strata.collect.tuple

Base interface for all tuple types.

TWD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'TWD' - New Taiwan Dollar.

type() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta

The meta-property for the type property.

type() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta

The meta-property for the type property.

type() - Method in class com.opengamma.strata.calc.config.ReportingCurrency.Meta

The meta-property for the type property.

type(SwapLegType) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder

Sets the type of the leg, such as Fixed or Ibor.

type() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta

The meta-property for the type property.

type() - Method in class com.opengamma.strata.market.curve.node.CurveNodeDate.Meta

The meta-property for the type property.

type() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta

The meta-property for the type property.

type() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta

The meta-property for the type property.

type(SwapLegType) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder

Sets the type of the leg, such as Fixed or Ibor.

type() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta

The meta-property for the type property.

type(SwapLegType) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder

Sets the type of the leg, such as Fixed or Ibor.

type() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta

The meta-property for the type property.

TypedMarketDataRules - Class in com.opengamma.strata.calc.config

Implementation of a market data rules that matches a target based on its type.

TypedMarketDataRules.Meta - Class in com.opengamma.strata.calc.config

The meta-bean for TypedMarketDataRules.

TypedString<T extends TypedString<T>> - Class in com.opengamma.strata.collect.type

An abstract class designed to enable typed strings.

TypedString(String) - Constructor for class com.opengamma.strata.collect.type.TypedString

Creates an instance.

TypedString(String, Pattern, String) - Constructor for class com.opengamma.strata.collect.type.TypedString

Creates an instance, validating the name against a regex.

U

UAH - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'UAH' - Ukrainian Hryvnia.

unadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta

The meta-property for the unadjusted property.

UNADJUSTED_END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The accrual end date, before any business day adjustment.

UNADJUSTED_PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The payment date, before any business day adjustment.

UNADJUSTED_START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The accrual start date, before any business day adjustment.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the unadjusted end date.

unadjustedEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the unadjustedEndDate property.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta

The meta-property for the unadjustedStartDate property.

unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the unadjusted start date.

unadjustedStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the unadjustedStartDate property.

unaryOperator(CheckedUnaryOperator<T>) - Static method in class com.opengamma.strata.collect.Unchecked

Converts checked exceptions to unchecked based on the UnaryOperator interface.

Unchecked - Class in com.opengamma.strata.collect

Static utility methods that convert checked exceptions to unchecked.

underlying(FxSingle) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder

Sets the underlying foreign exchange transaction.

underlying() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta

The meta-property for the underlying property.

underlying(ResolvedFxSingle) - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Builder

Sets the underlying foreign exchange transaction.

underlying() - Method in class com.opengamma.strata.product.fx.ResolvedFxVanillaOption.Meta

The meta-property for the underlying property.

underlying(ResolvedSwap) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder

Sets the underlying swap.

underlying() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta

The meta-property for the underlying property.

underlying(Swap) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder

Sets the underlying swap.

underlying() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta

The meta-property for the underlying property.

underlyingCurve() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta

The meta-property for the underlyingCurve property.

underlyingFuture(BondFuture) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder

Sets the underlying future.

underlyingFuture() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta

The meta-property for the underlyingFuture property.

underlyingFuture(ResolvedBondFuture) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder

Sets the underlying future.

underlyingFuture() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta

The meta-property for the underlyingFuture property.

underlyingFuture(IborFuture) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder

Sets the underlying future.

underlyingFuture() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta

The meta-property for the underlyingFuture property.

underlyingFuture(ResolvedIborFuture) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder

Sets the underlying future.

underlyingFuture() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta

The meta-property for the underlyingFuture property.

underlyingFutureId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder

Sets the identifier of the underlying future.

underlyingFutureId() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta

The meta-property for the underlyingFutureId property.

underlyingFutureId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder

Sets the identifier of the underlying future.

underlyingFutureId() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta

The meta-property for the underlyingFutureId property.

underlyingSwap(ResolvedSwap) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the underlying swap.

underlyingSwap() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the underlyingSwap property.

underlyingSwap(Swap) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder

Sets the underlying swap.

underlyingSwap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta

The meta-property for the underlyingSwap property.

underlyingSwap(Swap) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Builder

Sets the underlying swap.

underlyingSwap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureSecurity.Meta

The meta-property for the underlyingSwap property.

underlyingSwap(ResolvedSwap) - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Builder

Sets the underlying swap.

underlyingSwap() - Method in class com.opengamma.strata.product.swap.ResolvedDeliverableSwapFuture.Meta

The meta-property for the underlyingSwap property.

union(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange

Calculates the range that is the union of this range and the specified range.

union(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Obtains the union of a pair of time series.

UNIT_AMOUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The unit amount.

unitParameterSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.view.DiscountFactors

Calculates the unit parameter sensitivity at the specified fixing date.

unitParameterSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

unitParameterSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

unitParameterSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

UNKNOWN - Static variable in class com.opengamma.strata.market.ValueType

Type used when the meaning of each value is not known - 'Unknown'.

unordered() - Method in class com.opengamma.strata.collect.MapStream

UNSUPPORTED - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters

The formatter to be used when no specific formatter exists for the object.

upfrontFee(Payment) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder

Sets the upfront fee.

upfrontFee() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta

The meta-property for the upfrontFee property.

upfrontFeeAmount(Double) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the upfront fee amount, optional.

upfrontFeeAmount() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the upfrontFeeAmount property.

upfrontFeeAmount - Variable in class com.opengamma.strata.product.credit.ResolvedCds

The upfront fee amount, optional.

upfrontFeePaymentDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder

Sets the upfront fee date, optional.

upfrontFeePaymentDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta

The meta-property for the upfrontFeePaymentDate property.

upfrontFeePaymentDate - Variable in class com.opengamma.strata.product.credit.ResolvedCds

The upfront fee date, optional.

upfrontPayment(ResolvedFixedCouponBondTrade) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer

Calculates the payment that was made for the trade.

US - Static variable in class com.opengamma.strata.basics.location.Country

The country 'US' - United States.

US_CPI_U - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for US-CPI-U Price index.

US_CPI_U - Static variable in class com.opengamma.strata.basics.index.PriceIndices

The consumer price index for US Urban consumers, "Non-revised index of Consumer Prices for All Urban Consumers (CPI-U) before seasonal adjustment".

USD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'USD' - United States Dollar.

USD_CHF_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from USD to CHF, as defined by the WM company "Closing Spot rates".

USD_DEPOSIT - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'USD-Deposit' term deposit convention.

USD_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'USD-Deposit-T' term deposit convention with T+0 settlement date, used for O/N deposits.

USD_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions

The 'USD-Deposit-T' term deposit convention with T+1 settlement date, used for T/N deposits

USD_EUROPEAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

The 'USD-European' CDS convention.

USD_FED_FUND - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for USD-FED-FUND Overnight index.

USD_FED_FUND - Static variable in class com.opengamma.strata.basics.index.OvernightIndices

The FED_FUND index for USD.

USD_FED_FUND_AVG - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for USD-FED-FUND Overnight index using averaging.

USD_FIXED_1Y_FED_FUND_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'USD-FIXED-1Y-FED-FUND-OIS' swap convention.

USD_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'USD-FIXED-1Y-LIBOR-3M' swap convention.

USD_FIXED_6M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions

The 'USD-FIXED-6M-LIBOR-3M' swap convention.

USD_FIXED_TERM_FED_FUND_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions

The 'USD-FIXED-TERM-FED-FUND-OIS' swap convention.

USD_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions

The 'USD-ISDA' curve.

USD_JPY_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices

The FX index for conversion from USD to JPY, as defined by the WM company "Closing Spot rates".

USD_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames

Constant for USD-LIBOR.

USD_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 10 years.

USD_LIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 15 years.

USD_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 1 year.

USD_LIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 20 years.

USD_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 2 years.

USD_LIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 30 years.

USD_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 3 years.

USD_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 4 years.

USD_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 5 years.

USD_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 6 years.

USD_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 7 years.

USD_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 8 years.

USD_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1100 for tenor of 9 years.

USD_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 12 month LIBOR index for USD.

USD_LIBOR_1500_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices

USD Rates 1500 for tenor of 1 year.

USD_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 month LIBOR index for USD.

USD_LIBOR_1M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions

The 'USD-LIBOR-1M-LIBOR-3M' swap convention.

USD_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 1 week LIBOR index for USD.

USD_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 2 month LIBOR index for USD.

USD_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 3 month LIBOR index for USD.

USD_LIBOR_3M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions

The 'USD-LIBOR-3M-LIBOR-6M' swap convention.

USD_LIBOR_3M_MONTHLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions

The 'USD-LIBOR-3M-Monthly-IMM' convention.

USD_LIBOR_3M_QUARTERLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions

The 'USD-LIBOR-3M-Quarterly-IMM' convention.

USD_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices

The 6 month LIBOR index for USD.

USD_NORTH_AMERICAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions

The 'USD-NorthAmerican' CDS convention.

USGS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of United States Government Securities, with code 'USGS'.

USNY - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds

An identifier for the holiday calendar of New York, United States, with code 'USNY'.

V

validate(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Validates that the rates and volatilities providers are coherent and that the swaption is single currency cash par-yield.

validate(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Validates that the rates and volatilities providers are coherent and that the swaption is single currency physical.

validateNotPresent(XmlElement, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Validates that a specific element is not present.

validateScheme(XmlElement, String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument

Validates that the scheme attribute is known.

validateSwaption(ResolvedSwaption) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Validates that the swaption is single currency cash par-yield.

validateSwaption(ResolvedSwaption) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Validates that the swaption is single currency physical.

valuationDate() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta

The meta-property for the valuationDate property.

valuationDate(LocalDate) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder

Sets the valuation date.

valuationDate() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta

The meta-property for the valuationDate property.

valuationDate(LocalDate) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder

Sets the valuation date.

valuationDate() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta

The meta-property for the valuationDate property.

valuationDate(LocalDate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder

Sets the valuation date.

valuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta

The meta-property for the valuationDate property.

valuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta

The meta-property for the valuationDate property.

valuationDate(LocalDate) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder

Sets the valuation date.

valuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta

The meta-property for the valuationDate property.

valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder

Sets the valuation date-time.

valuationDateTime() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder

Sets the valuation date-time.

valuationDateTime() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta

The meta-property for the valuationDateTime property.

valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder

Sets the valuation date-time.

valuationDateTime() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta

The meta-property for the valuationDateTime property.

valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder

Sets the valuation date-time.

valuationDateTime() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta

The meta-property for the valuationDateTime property.

valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta

The meta-property for the valuationDateTime property.

value(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.Payment.Builder

Sets the amount of the payment.

value() - Method in class com.opengamma.strata.basics.currency.Payment.Meta

The meta-property for the value property.

value(ScenarioMarketDataValue<T>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder

Sets the market data value which provides data for multiple scenarios.

value() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta

The meta-property for the value property.

value(T) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder

Sets the market data value used in all scenarios.

value() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.basics.market.StandardId.Meta

The meta-property for the value property.

value(ValueAdjustment) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder

Sets the value representing the change that occurs.

value() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.calc.runner.function.result.SingleScenarioResult.Meta

The meta-property for the value property.

value(String) - Method in class com.opengamma.strata.collect.io.PropertySet

Gets a single value from this property set.

value() - Method in class com.opengamma.strata.collect.result.Result.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta

The meta-property for the value property.

value() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta

The meta-property for the value property.

value(PriceIndexObservation) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

value(PriceIndexObservation) - Method in interface com.opengamma.strata.market.view.PriceIndexValues

Gets the historic or forward rate at the specified fixing month.

value(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.calibration.CalibrationMeasure

Calculates the value, such as par spread.

value(ResolvedTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures

Calculates the value, such as par spread.

value(T, RatesProvider) - Method in class com.opengamma.strata.pricer.calibration.MarketQuoteMeasure

value(T, RatesProvider) - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure

value(CurrencyAmount) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder

Sets the amount of the payment.

value() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta

The meta-property for the value property.

value(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder

Sets the reference to a value to display in this column.

value() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta

The meta-property for the value property.

ValueAdjustment - Class in com.opengamma.strata.basics.value

An adjustment to a value, describing how to change one value into another.

ValueAdjustment.Meta - Class in com.opengamma.strata.basics.value

The meta-bean for ValueAdjustment.

ValueAdjustmentType - Enum in com.opengamma.strata.basics.value

The type of value adjustment.

ValueDerivatives - Class in com.opengamma.strata.basics.value

A value and its derivatives.

valueFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

The meta-property for the valueFailures property.

ValueFormatter<T> - Interface in com.opengamma.strata.report.framework.format

Formats a value into a string.

ValueFormatters - Class in com.opengamma.strata.report.framework.format

Provides standard formatters.

valueList(String) - Method in class com.opengamma.strata.collect.io.PropertySet

Gets the list of values associated with the specified key.

valueOf(String) - Static method in enum com.opengamma.strata.basics.BuySell

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.basics.index.FloatingRateType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.basics.LongShort

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.basics.PayReceive

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.basics.PutCall

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.calc.config.ReportingCurrencyType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.collect.result.FailureReason

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.market.curve.IsdaYieldCurveUnderlyingType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.market.curve.node.CurveNodeDateType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.market.ShiftType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.market.value.CompoundedRateType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.common.FutureOptionPremiumStyle

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.credit.ReferenceInformationType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.credit.RestructuringClause

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.credit.SeniorityLevel

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.IborRateAveragingMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swap.SwapLegType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swaption.CashSettlementMethod

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.product.swaption.SettlementType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.report.framework.format.FormatCategory

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.opengamma.strata.report.framework.format.ReportOutputFormat

Returns the enum constant of this type with the specified name.

ValuePathEvaluator - Class in com.opengamma.strata.report.framework.expression

Evaluates a path describing a value to be shown in a trade report.

valuePointSensitivity(PriceIndexObservation) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

valuePointSensitivity(PriceIndexObservation) - Method in interface com.opengamma.strata.market.view.PriceIndexValues

Calculates the point sensitivity of the historic or forward value at the specified fixing month.

ValueRootType - Enum in com.opengamma.strata.report.framework.expression

Enumerates the possible value path roots.

values() - Static method in enum com.opengamma.strata.basics.BuySell

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.basics.index.FloatingRateType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.basics.LongShort

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta

The meta-property for the values property.

values(Map<? extends MarketDataKey<?>, ?>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder

Sets the values in the builder, replacing any existing values.

values() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta

The meta-property for the values property.

values() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta

The meta-property for the values property.

values() - Static method in enum com.opengamma.strata.basics.PayReceive

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.basics.PutCall

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.basics.schedule.StubConvention

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.calc.config.ReportingCurrencyType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta

The meta-property for the values property.

values(Map<? extends MarketDataId<?>, MarketDataBox<?>>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder

Sets the market data values in this builder, replacing the existing set.

values() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta

The meta-property for the values property.

values() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta

The meta-property for the values property.

values() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta

The meta-property for the values property.

values() - Method in class com.opengamma.strata.calc.runner.function.result.ValuesArray.Meta

The meta-property for the values property.

values() - Static method in enum com.opengamma.strata.collect.result.FailureReason

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries

Returns a stream over the values of this time-series.

values() - Static method in enum com.opengamma.strata.market.curve.IsdaYieldCurveUnderlyingType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.market.curve.node.CurveNodeDateType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.market.ShiftType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.market.value.CompoundedRateType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.common.FutureOptionPremiumStyle

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.credit.ReferenceInformationType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.credit.RestructuringClause

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.credit.SeniorityLevel

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.IborRateAveragingMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swap.SwapLegType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swaption.CashSettlementMethod

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.product.swaption.SettlementType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.report.framework.format.FormatCategory

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.opengamma.strata.report.framework.format.ReportOutputFormat

Returns an array containing the constants of this enum type, in the order they are declared.

ValuesArray - Class in com.opengamma.strata.calc.runner.function.result

A scenario result holding one double value for each scenario.

ValuesArray.Meta - Class in com.opengamma.strata.calc.runner.function.result

The meta-bean for ValuesArray.

ValueSchedule - Class in com.opengamma.strata.basics.value

A value that can vary over time.

ValueSchedule.Builder - Class in com.opengamma.strata.basics.value

The bean-builder for ValueSchedule.

ValueSchedule.Meta - Class in com.opengamma.strata.basics.value

The meta-bean for ValueSchedule.

ValueStep - Class in com.opengamma.strata.basics.value

A single step in the variation of a value over time.

ValueStep.Builder - Class in com.opengamma.strata.basics.value

The bean-builder for ValueStep.

ValueStep.Meta - Class in com.opengamma.strata.basics.value

The meta-bean for ValueStep.

ValueType - Class in com.opengamma.strata.market

The type of a value.

vega(ResolvedFxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer

Calculates the vega of the foreign exchange vanilla option product.

VOLATILITY - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a volatility - 'Volatility'.

volatility(ZonedDateTime, double, double) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities

Calculates the volatility at the specified date-time.

volatility(double, double, double) - Method in interface com.opengamma.strata.market.view.IborCapletFloorletVolatilities

Calculates the volatility at the specified date-time.

volatility(ZonedDateTime, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Calculates the volatility at the specified date-time.

volatility(double, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities

Calculates the volatility at the specified date-time.

volatility(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities

volatility(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities

volatility(double, double, double) - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

volatility() - Method in class com.opengamma.strata.pricer.fx.SmileDeltaParameters.Meta

The meta-property for the volatility property.

volatility(double, double, double) - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure

Calculates the volatility at a given time/strike/forward from the term structure.

volatility() - Method in class com.opengamma.strata.pricer.fx.VolatilityAndBucketedSensitivities.Meta

The meta-property for the volatility property.

volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities

volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities

volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

volatilityAdjoint(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities

volatilityAdjoint(double, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities

Calculates the volatility and associated sensitivities.

VolatilityAndBucketedSensitivities - Class in com.opengamma.strata.pricer.fx

Combines information about a volatility and its sensitivities.

VolatilityAndBucketedSensitivities.Meta - Class in com.opengamma.strata.pricer.fx

The meta-bean for VolatilityAndBucketedSensitivities.

volatilityAndSensitivities(double, double, double) - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation

volatilityAndSensitivities(double, double, double) - Method in interface com.opengamma.strata.pricer.fx.SmileDeltaTermStructure

Calculates the volatility and the volatility sensitivity with respect to the volatility data points.

VolatilityIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor legs based on volatilities.

VolatilityIborCapFloorLegPricer(VolatilityIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer

Creates an instance.

VolatilityIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor products based on volatilities.

VolatilityIborCapFloorProductPricer(VolatilityIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer

Creates an instance.

VolatilityIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor

Pricer for cap/floor trades based on volatilities.

VolatilityIborCapFloorTradePricer(VolatilityIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer

Creates an instance.

VolatilitySwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with par yield curve method of cash settlement based on volatilities.

VolatilitySwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer

Creates an instance.

VolatilitySwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption

Pricer for swaption with physical settlement based on volatilities.

VolatilitySwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer

Creates an instance.

volatilityTerm() - Method in class com.opengamma.strata.pricer.fx.InterpolatedSmileDeltaTermStructureStrikeInterpolation.Meta

The meta-property for the volatilityTerm property.

W

weekendDays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta

The meta-property for the weekendDays property.

WEIGHT - Static variable in class com.opengamma.strata.market.explain.ExplainKey

The weight of this observation.

weight(double) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder

Sets the weight to apply to this fixing.

weight() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta

The meta-property for the weight property.

weight() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateObservation.Meta

The meta-property for the weight property.

weight() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta

The meta-property for the weight property.

with(int, double) - Method in class com.opengamma.strata.collect.array.DoubleArray

Returns an instance with the value at the specified index changed.

with(int, int, double) - Method in class com.opengamma.strata.collect.array.DoubleMatrix

Returns an instance with the value at the specified index changed.

withAttribute(SecurityAttributeType<T>, T) - Method in class com.opengamma.strata.product.SecurityInfo

Returns a copy of this instance with attribute added.

withAttribute(TradeAttributeType<T>, T) - Method in class com.opengamma.strata.product.TradeInfo

Returns a copy of this instance with attribute added.

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

withCurrency(Currency) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Returns an instance with the specified sensitivity currency set.

withCurrency(Currency) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder

Returns an instance with the specified currency applied to the sensitivities in this builder.

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Returns an instance with the specified sensitivity currency.

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

withCurve(InterpolatedNodalCurve) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues

Returns a new instance with a different curve.

withCurve(Curve) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

Returns a new instance with a different curve.

withCurve(Curve) - Method in class com.opengamma.strata.market.view.SimpleIborIndexRates

Returns a new instance with a different curve.

withCurve(Curve) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

Returns a new instance with a different curve.

withCurve(Curve) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

Returns a new instance with a different curve.

withCurveDefinitions(List<NodalCurveDefinition>) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Returns a copy of this object containing the specified curve definitions.

withDate(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Returns a copy of this point with another date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode

Returns a copy of this node with the specified date.

withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode

Returns a copy of this node with the specified date.

withDefaultRules(CalculationRules) - Method in class com.opengamma.strata.calc.Column

Returns a column whose rules are derived from the rules in this column composed with the default rules.

withDiscountFactors(DiscountFactors, DiscountFactors) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates

Returns a new instance with different discount factors.

withDiscountFactors(DiscountFactors) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates

Returns a new instance with different discount factors.

withDiscountFactors(DiscountFactors) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates

Returns a new instance with different discount factors.

withEndExclusive(TemporalAdjuster) - Method in class com.opengamma.strata.collect.range.LocalDateRange

Returns a copy of this range with the end date adjusted.

withInfo(Map<CurveInfoType<?>, Object>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Returns an instance where the specified additional information has been added.

withInfo(Map<CurveInfoType<?>, Object>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

withName(CurveGroupName) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition

Returns a copy of this definition with a different name.

withNode(int, double, double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Returns a new curve with an additional node with no parameter metadata.

withNode(int, CurveParameterMetadata, double, double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

Returns a new curve with an additional node, specifying the parameter metadata.

withParameterMetadata(List<CurveParameterMetadata>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata

Returns an instance where the parameter metadata has been changed.

withParameterMetadata(List<CurveParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata

withParameterMetadata(List<SurfaceParameterMetadata>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata

withParameterMetadata(List<SurfaceParameterMetadata>) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata

Returns an instance where the parameter metadata has been changed.

withSensitivities(double, double, double, double) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity

Returns an instance with the specified sensitivity values.

withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity

Returns an instance with the new parameter sensitivity values.

withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity

Returns an instance with the new parameter sensitivity values.

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.IborCapletFloorletSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity

withSensitivity(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity

Returns an instance with the new point sensitivity value.

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity

withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity

withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity

Returns an instance with the new parameter sensitivity values.

withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.surface.SurfaceUnitParameterSensitivity

Returns an instance with the new parameter sensitivity values.

withStart(TemporalAdjuster) - Method in class com.opengamma.strata.collect.range.LocalDateRange

Returns a copy of this range with the start date adjusted.

withValue(double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint

Returns a copy of this point with another value.

withValue(double) - Method in class com.opengamma.strata.market.option.DeltaStrike

withValue(double) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike

withValue(double) - Method in class com.opengamma.strata.market.option.MoneynessStrike

withValue(double) - Method in class com.opengamma.strata.market.option.SimpleStrike

withValue(double) - Method in interface com.opengamma.strata.market.option.Strike

Creates an new instance of the same strike type with value.

withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

withYValues(DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurve

Returns a new curve with the specified values.

withZValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

withZValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

withZValues(DoubleArray) - Method in interface com.opengamma.strata.market.surface.NodalSurface

Returns a new surface with the specified values.

wrap(Supplier<Result<T>>) - Static method in class com.opengamma.strata.collect.result.Result

Creates a Result wrapping the result produced by the supplier.

wrap(CheckedRunnable) - Static method in class com.opengamma.strata.collect.Unchecked

Wraps a block of code, converting checked exceptions to unchecked.

wrap(CheckedSupplier<T>) - Static method in class com.opengamma.strata.collect.Unchecked

Wraps a block of code, converting checked exceptions to unchecked.

writeAsciiTable(OutputStream) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

writeAsciiTable(R, OutputStream) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter

Outputs the report as an ASCII table.

writeAsciiTable(OutputStream) - Method in interface com.opengamma.strata.report.Report

Writes this report out as an ASCII table.

writeAsciiTable(OutputStream) - Method in class com.opengamma.strata.report.trade.TradeReport

writeCsv(OutputStream) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport

writeCsv(R, OutputStream) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter

Outputs the report table in CSV format.

writeCsv(OutputStream) - Method in interface com.opengamma.strata.report.Report

Writes this report out in a CSV format.

writeCsv(OutputStream) - Method in class com.opengamma.strata.report.trade.TradeReport

writeLine(List<String>) - Method in class com.opengamma.strata.collect.io.CsvOutput

Writes a CSV line to the underlying, only quoting if needed.

writeLine(List<String>, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput

Writes a CSV line to the underlying.

writeLines(Iterable<? extends List<String>>, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput

Writes CSV lines to the underlying.

X

XAG - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'XAG' - Silver (troy ounce).

XAU - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'XAU' - Gold (troy ounce).

XCcyIborIborSwapConvention - Interface in com.opengamma.strata.product.swap.type

A market convention for cross-currency Ibor-Ibor swap trades without FX reset.

XCcyIborIborSwapConventions - Class in com.opengamma.strata.product.swap.type

Market standard cross-currency Ibor-Ibor swap conventions.

XCcyIborIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node

A curve node whose instrument is a cross-currency Ibor-Ibor interest rate swap.

XCcyIborIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node

The bean-builder for XCcyIborIborSwapCurveNode.

XCcyIborIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node

The meta-bean for XCcyIborIborSwapCurveNode.

XCcyIborIborSwapTemplate - Class in com.opengamma.strata.product.swap.type

A template for creating cross-currency Ibor-Ibor swap trades.

XCcyIborIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type

The bean-builder for XCcyIborIborSwapTemplate.

XCcyIborIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type

The meta-bean for XCcyIborIborSwapTemplate.

XmlElement - Class in com.opengamma.strata.collect.io

A single element in the tree structure of XML.

XmlFile - Class in com.opengamma.strata.collect.io

An XML file.

XPD - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'XPD' - Paladium (troy ounce).

XPT - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'XPT' - Platinum (troy ounce).

xValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the array of x-values, one for each point.

xValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the xValues property.

xValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

Sets the array of x-values, one for each point.

xValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

The meta-property for the xValues property.

xValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the xValueType property.

xValueType(ValueType) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the x-value type, providing meaning to the x-values of the curve.

xValueType(ValueType) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the x-value type, providing meaning to the x-values of the curve.

xValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the xValueType property.

xValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

Sets the x-value type, providing meaning to the x-values of the curve.

xValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the xValueType property.

XXX - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'XXX' - No applicable currency.

Y

YEAR_FRACTION - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a year fraction relative to a base date - 'YearFraction'.

yearFraction(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount

Gets the year fraction between the specified dates.

yearFraction(LocalDate, LocalDate, DayCount.ScheduleInfo) - Method in interface com.opengamma.strata.basics.date.DayCount

Gets the year fraction between the specified dates.

yearFraction() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta

The meta-property for the yearFraction property.

yearFraction(double) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder

Sets the year fraction of the investment implied by the fixing date.

yearFraction() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta

The meta-property for the yearFraction property.

yearFraction(DayCount, Schedule) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod

Calculates the year fraction using the specified day count.

yearFraction() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta

The meta-property for the yearFraction property.

yearFraction() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta

The meta-property for the yearFraction property.

yearFraction(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder

Sets the year fraction that the accrual period represents.

yearFraction() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta

The meta-property for the yearFraction property.

yearFraction(LocalDate, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond

Calculates the year fraction within the specified period.

yearFraction(LocalDate, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond

Calculates the year fraction within the specified period.

yearFraction(double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder

Sets the year fraction that the accrual period represents.

yearFraction() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta

The meta-property for the yearFraction property.

yearFraction(double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder

Sets the year fraction that the accrual period represents.

yearFraction() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta

The meta-property for the yearFraction property.

yearFraction(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder

Sets the year fraction between the start and end date.

yearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta

The meta-property for the yearFraction property.

yearFraction(double) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder

Sets the year fraction between the start and end date.

yearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta

The meta-property for the yearFraction property.

yearFraction(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder

Sets the year fraction between the start and end date.

yearFraction() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta

The meta-property for the yearFraction property.

yearFraction(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder

Sets the year fraction that the accrual period represents.

yearFraction() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta

The meta-property for the yearFraction property.

yearMonth() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta

The meta-property for the yearMonth property.

YearMonthCurveNodeMetadata - Class in com.opengamma.strata.market.curve.meta

Curve node metadata for a curve node with a specific year-month.

YearMonthCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve.meta

The meta-bean for YearMonthCurveNodeMetadata.

yieldConvention(CapitalIndexedBondYieldConvention) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder

Sets yield convention.

yieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta

The meta-property for the yieldConvention property.

yieldConvention(CapitalIndexedBondYieldConvention) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder

Sets yield convention.

yieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta

The meta-property for the yieldConvention property.

yieldConvention(FixedCouponBondYieldConvention) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder

Sets yield convention.

yieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta

The meta-property for the yieldConvention property.

yieldConvention(FixedCouponBondYieldConvention) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder

Sets yield convention.

yieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta

The meta-property for the yieldConvention property.

yieldConvention(CapitalIndexedBondYieldConvention) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder

Sets yield convention.

yieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta

The meta-property for the yieldConvention property.

yieldConvention(FixedCouponBondYieldConvention) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder

Sets yield convention.

yieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta

The meta-property for the yieldConvention property.

yieldCurveInstruments() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

The meta-property for the yieldCurveInstruments property.

yieldCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta

The meta-property for the yieldCurvePoints property.

yieldFromDirtyPrice(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the yield of the fixed coupon bond product from dirty price.

yValue(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

yValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta

The meta-property for the yValue property.

yValue(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

yValue(double) - Method in interface com.opengamma.strata.market.curve.Curve

Computes the y-value for the specified x-value.

yValue(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

yValue(double) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve

yValueParameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.Curve

Computes the sensitivity of the y-value with respect to the curve parameters.

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve

yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve

yValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder

Sets the array of y-values, one for each point.

yValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta

The meta-property for the yValues property.

yValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

Sets the array of y-values, one for each point.

yValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

The meta-property for the yValues property.

yValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta

The meta-property for the yValueType property.

yValueType(ValueType) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder

Sets the y-value type, providing meaning to the y-values of the curve.

yValueType(ValueType) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder

Sets the y-value type, providing meaning to the y-values of the curve.

yValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta

The meta-property for the yValueType property.

yValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

Sets the y-value type, providing meaning to the y-values of the curve.

yValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the yValueType property.

Z

ZA - Static variable in class com.opengamma.strata.basics.location.Country

The country 'ZA' - South Africa.

ZAR - Static variable in class com.opengamma.strata.basics.currency.Currency

The currency 'ZAR' - South African Rand.

zero(Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount

Obtains a zero amount instance of CurrencyAmount for the specified currency.

ZERO_RATE - Static variable in class com.opengamma.strata.market.ValueType

Type used when each value is a zero rate - 'ZeroRate'.

ZeroRateDiscountFactors - Class in com.opengamma.strata.market.view

Provides access to discount factors for a currency based on a zero rate continuously compounded curve.

ZeroRateDiscountFactors.Meta - Class in com.opengamma.strata.market.view

The meta-bean for ZeroRateDiscountFactors.

ZeroRatePeriodicDiscountFactors - Class in com.opengamma.strata.market.view

Provides access to discount factors for a currency based on a zero rate periodically-compounded curve.

ZeroRatePeriodicDiscountFactors.Meta - Class in com.opengamma.strata.market.view

The meta-bean for ZeroRatePeriodicDiscountFactors.

zeroRatePointSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.view.DiscountFactors

Calculates the zero rate point sensitivity at the specified date.

zeroRatePointSensitivity(LocalDate, Currency) - Method in interface com.opengamma.strata.market.view.DiscountFactors

Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.

zeroRatePointSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Calculates the zero rate point sensitivity at the specified date.

zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors

Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.

zeroRatePointSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Calculates the zero rate point sensitivity at the specified date.

zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors

Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.

zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

zeroRatePointSensitivityWithSpread(LocalDate, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.market.view.DiscountFactors

Calculates the zero rate point sensitivity with z-spread at the specified date.

zeroRatePointSensitivityWithSpread(LocalDate, Currency, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.market.view.DiscountFactors

Calculates the zero rate point sensitivity with z-spread at the specified date specifying the currency of the sensitivity.

zeroRatePointSensitivityWithSpread(LocalDate, Currency, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors

zeroRatePointSensitivityWithSpread(LocalDate, Currency, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors

zeroRatePointSensitivityWithSpread(LocalDate, Currency, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors

zeroRates(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing zero rates.

zeroRates(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing zero rates.

zeroRates(CurveName, DayCount, List<? extends CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves

Creates curve metadata for a curve providing zero rates.

ZeroRateSensitivity - Class in com.opengamma.strata.market.sensitivity

Point sensitivity to the zero rate curve.

ZeroRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity

The meta-bean for ZeroRateSensitivity.

zip(Stream<A>, Stream<B>) - Static method in class com.opengamma.strata.collect.Guavate

Creates a stream that combines two other streams, continuing until either stream ends.

zipWithIndex(Stream<T>) - Static method in class com.opengamma.strata.collect.Guavate

Creates a stream that wraps a stream with the index.

zone() - Method in class com.opengamma.strata.product.TradeInfo.Meta

The meta-property for the zone property.

zone(ZoneId) - Method in class com.opengamma.strata.product.TradeInfoBuilder

Sets the trade time-zone, optional.

zSpreadFromCurvesAndCleanPrice(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the z-spread of the bond from curves and clean price.

zSpreadFromCurvesAndDirtyPrice(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer

Calculates the z-spread of the fixed coupon bond from curves and dirty price.

zSpreadFromCurvesAndPV(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, CurrencyAmount, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer

Calculates the z-spread of the bond from curves and present value.

zValue() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta

The meta-property for the zValue property.

zValue(double, double) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

zValue(double, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

zValue(DoublesPair) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

zValue(double, double) - Method in interface com.opengamma.strata.market.surface.Surface

Computes the z-value for the specified x-value and y-value.

zValue(DoublesPair) - Method in interface com.opengamma.strata.market.surface.Surface

Computes the z-value for the specified pair of x-value and y-value.

zValueParameterSensitivity(double, double) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface

zValueParameterSensitivity(double, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

zValueParameterSensitivity(DoublesPair) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface

zValueParameterSensitivity(double, double) - Method in interface com.opengamma.strata.market.surface.Surface

Computes the sensitivity of the z-value with respect to the surface parameters.

zValueParameterSensitivity(DoublesPair) - Method in interface com.opengamma.strata.market.surface.Surface

Computes the sensitivity of the z-value with respect to the surface parameters.

zValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder

Sets the array of z-values, one for each point.

zValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta

The meta-property for the zValues property.

zValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder

Sets the x-value type, providing meaning to the z-values of the curve.

zValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta

The meta-property for the zValueType property.

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